-10.3%
GFS vs MKTX
-56.2%
+45.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.2% | +7.1% | +7.3% |
| 30D | -15.3% | +0.9% | -16.2% | -15.4% |
| 3M | -21.1% | +2.6% | -23.7% | -21.4% |
| 6M | -44.5% | +20.4% | -64.9% | -46.3% |
| YTD | +19.2% | -7.1% | +26.3% | +21.0% |
| 1Y | +27.2% | -2.8% | +30.0% | +27.6% |
| 3Y | -20.1% | -21.7% | +1.6% | -19.8% |
| 5Y | -25.6% | -54.5% | +28.9% | -9.4% |
| All | -10.3% | -56.2% | +45.9% | +8.9% |
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