-34.7%
GFS vs M
-11.5%
-23.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.9% |
| 7D | -7.8% | -4.3% | -3.6% | -6.7% |
| 30D | -19.7% | +1.3% | -20.9% | -20.5% |
| 3M | -23.1% | -7.4% | -15.7% | -21.7% |
| 6M | -46.4% | +18.3% | -64.7% | -50.4% |
| YTD | +11.0% | +7.6% | +3.5% | +5.5% |
| 1Y | +12.6% | +17.4% | -4.7% | +3.2% |
| 3Y | -24.9% | +108.4% | -133.3% | -49.3% |
| All | -34.7% | -11.5% | -23.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling