+35.8%
GFS vs LEN
-37.1%
+73.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +1.0% | -3.2% | +4.2% | +1.9% |
| 30D | -8.6% | -4.9% | -3.7% | -7.3% |
| 3M | -46.5% | -8.5% | -38.1% | -45.2% |
| 6M | -4.8% | -20.7% | +15.8% | -0.6% |
| YTD | +29.7% | -17.4% | +47.1% | +33.8% |
| 1Y | +35.8% | -38.2% | +74.1% | +52.3% |
| All | +35.8% | -37.1% | +73.0% | +52.3% |
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