-20.1%
GFS vs MKTX
-22.1%
+2.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.2% | +7.1% | +7.4% |
| 30D | -15.3% | +0.9% | -16.2% | -15.2% |
| 3M | -21.1% | +2.6% | -23.7% | -20.9% |
| 6M | -44.5% | +20.4% | -64.9% | -43.3% |
| YTD | +19.2% | -7.1% | +26.3% | +19.4% |
| 1Y | +27.2% | -2.8% | +30.0% | +27.8% |
| 3Y | -20.1% | -21.7% | +1.6% | -15.8% |
| All | -20.1% | -22.1% | +2.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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