+17.7%
GFS vs LEN
-21.9%
+39.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.1% | -13.0% | -6.9% |
| 7D | -12.5% | +10.5% | -23.0% | -14.1% |
| 30D | -16.9% | +24.6% | -41.6% | -20.8% |
| 3M | -22.3% | +6.6% | -28.9% | -22.8% |
| 6M | -40.2% | +10.6% | -50.9% | -41.5% |
| YTD | +16.0% | -8.3% | +24.3% | +17.4% |
| 1Y | +17.7% | -22.5% | +40.2% | +23.8% |
| All | +17.7% | -21.9% | +39.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling