-46.4%
GFS vs LEN
+1.3%
-47.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.2% |
| 7D | -7.8% | +2.1% | -9.9% | -7.9% |
| 30D | -19.7% | +16.6% | -36.2% | -21.0% |
| 3M | -23.1% | +5.3% | -28.4% | -22.6% |
| 6M | -46.4% | -0.8% | -45.6% | -44.8% |
| All | -46.4% | +1.3% | -47.7% | -44.8% |
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 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