+17.7%
GFS vs M
+36.6%
-18.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.6% | -13.6% | -8.1% |
| 7D | -12.5% | +8.3% | -20.8% | -14.7% |
| 30D | -16.9% | +14.2% | -31.1% | -20.6% |
| 3M | -22.3% | -1.1% | -21.2% | -21.7% |
| 6M | -40.2% | +36.6% | -76.8% | -47.0% |
| YTD | +16.0% | +19.8% | -3.8% | +3.8% |
| 1Y | +17.7% | +37.2% | -19.5% | +0.3% |
| All | +17.7% | +36.6% | -18.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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