-2.7%
GFS vs MTB
+86.9%
-89.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +2.6% | +2.8% | -0.1% | +1.1% |
| 30D | -16.4% | -4.2% | -12.2% | -14.4% |
| 3M | -41.6% | +7.8% | -49.4% | -44.3% |
| 6M | -3.7% | +14.8% | -18.5% | -11.4% |
| YTD | +29.3% | +20.8% | +8.5% | +15.1% |
| 1Y | +37.1% | +23.1% | +14.0% | +20.6% |
| 3Y | -22.1% | +114.8% | -137.0% | -47.9% |
| All | -2.7% | +86.9% | -89.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling