-2.7%
GFS vs MKTX
-56.9%
+54.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | -16.4% | +1.0% | -17.4% | -16.5% |
| 3M | -41.6% | +41.3% | -82.9% | -45.1% |
| 6M | -3.7% | -11.3% | +7.7% | -1.1% |
| YTD | +29.3% | -8.6% | +37.9% | +31.6% |
| 1Y | +37.1% | -11.1% | +48.2% | +40.1% |
| 3Y | -22.1% | -24.5% | +2.4% | -21.5% |
| All | -2.7% | -56.9% | +54.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling