-2.4%
GFS vs MKTX
-56.9%
+54.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -8.6% | +1.1% | -9.7% | -8.7% |
| 3M | -46.5% | +36.1% | -82.6% | -49.4% |
| 6M | -4.8% | -12.9% | +8.0% | -1.9% |
| YTD | +29.7% | -8.5% | +38.2% | +31.9% |
| 1Y | +35.8% | -7.5% | +43.4% | +37.4% |
| 3Y | -18.3% | -28.3% | +10.0% | -15.7% |
| All | -2.4% | -56.9% | +54.4% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling