-2.4%
GFS vs M
+7.8%
-10.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.5% |
| 7D | +1.0% | +4.7% | -3.7% | -0.8% |
| 30D | -8.6% | -9.6% | +1.1% | -5.1% |
| 3M | -46.5% | +0.9% | -47.4% | -47.0% |
| 6M | -4.8% | +22.3% | -27.1% | -12.4% |
| YTD | +29.7% | +6.5% | +23.1% | +24.7% |
| 1Y | +35.8% | +38.8% | -2.9% | +17.6% |
| 3Y | -18.3% | +115.9% | -134.2% | -45.7% |
| All | -2.4% | +7.8% | -10.2% | -16.4% |
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