-29.3%
GFS vs M
+110.5%
-139.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.9% | -4.0% | -7.9% |
| 7D | -20.7% | -2.1% | -18.6% | -20.2% |
| 30D | -25.2% | +7.7% | -32.9% | -27.4% |
| 3M | -26.3% | -4.4% | -21.9% | -25.6% |
| 6M | -50.7% | +27.5% | -78.2% | -55.2% |
| YTD | +4.5% | +12.8% | -8.2% | -1.8% |
| 1Y | +2.5% | +20.7% | -18.3% | -6.4% |
| All | -29.3% | +110.5% | -139.8% | -51.1% |
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