-12.1%
GFS vs M
+18.3%
-30.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -5.3% | +5.0% | -10.3% | -7.3% |
| 30D | -15.8% | +10.6% | -26.4% | -19.4% |
| 3M | -18.6% | +1.6% | -20.2% | -20.0% |
| 6M | -45.0% | +30.8% | -75.8% | -51.1% |
| YTD | +16.8% | +16.9% | -0.1% | +7.5% |
| 1Y | +17.8% | +26.3% | -8.5% | +4.8% |
| 3Y | -21.5% | +158.6% | -180.1% | -51.7% |
| 5Y | -29.3% | +2.1% | -31.4% | -40.6% |
| All | -12.1% | +18.3% | -30.4% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling