-20.0%
GFS vs M
+142.9%
-162.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +2.2% |
| 7D | -3.1% | +2.5% | -5.7% | -4.2% |
| 30D | -16.0% | +10.1% | -26.1% | -19.1% |
| 3M | -24.7% | -0.9% | -23.8% | -25.0% |
| 6M | -45.1% | +30.2% | -75.3% | -50.6% |
| YTD | +16.5% | +16.3% | +0.2% | +8.1% |
| 1Y | +19.3% | +27.0% | -7.6% | +7.0% |
| 3Y | -20.0% | +154.5% | -174.4% | -47.6% |
| All | -20.0% | +142.9% | -162.8% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling