-19.4%
GFS vs LII
+5.3%
-24.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | -8.6% | -12.6% | +4.0% | -2.6% |
| 3M | -46.5% | -24.4% | -22.1% | -40.0% |
| 6M | -4.8% | -28.7% | +23.9% | +9.2% |
| YTD | +29.7% | -19.1% | +48.8% | +38.5% |
| 1Y | +35.8% | -29.7% | +65.5% | +55.4% |
| All | -19.4% | +5.3% | -24.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling