-12.1%
GFS vs IT
-41.6%
+29.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -5.3% | -7.5% | +2.2% | -3.4% |
| 30D | -15.8% | -1.2% | -14.6% | -16.7% |
| 3M | -18.6% | -2.2% | -16.4% | -20.2% |
| 6M | -45.0% | +19.1% | -64.1% | -51.4% |
| YTD | +16.8% | -25.1% | +41.9% | +28.4% |
| 1Y | +17.8% | -17.4% | +35.2% | +21.4% |
| 3Y | -21.5% | -54.1% | +32.6% | +14.0% |
| 5Y | -29.3% | -42.7% | +13.3% | -17.7% |
| All | -12.1% | -41.6% | +29.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling