-4.8%
GFS vs LEN
-21.0%
+16.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +2.0% |
| 7D | +1.0% | -3.2% | +4.2% | +2.3% |
| 30D | -8.6% | -4.9% | -3.7% | -6.8% |
| 3M | -46.5% | -8.5% | -38.1% | -44.2% |
| 6M | -4.8% | -20.7% | +15.8% | +13.2% |
| All | -4.8% | -21.0% | +16.1% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling