-21.3%
GFS vs M
+14.1%
-35.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.9% | -4.0% | -7.7% |
| 7D | -20.7% | -2.1% | -18.6% | -20.1% |
| 30D | -25.2% | +7.7% | -32.9% | -27.6% |
| 3M | -26.3% | -4.4% | -21.9% | -25.7% |
| 6M | -50.7% | +27.5% | -78.2% | -55.7% |
| YTD | +4.5% | +12.8% | -8.2% | -2.3% |
| 1Y | +2.5% | +20.7% | -18.3% | -7.1% |
| 3Y | -30.9% | +111.3% | -142.2% | -53.9% |
| 5Y | -42.6% | -6.3% | -36.3% | -50.5% |
| All | -21.3% | +14.1% | -35.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling