-12.3%
GFS vs MTB
+74.6%
-87.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +3.6% |
| 7D | -3.1% | -0.8% | -2.4% | -2.7% |
| 30D | -16.0% | +2.4% | -18.4% | -17.1% |
| 3M | -24.7% | -10.5% | -14.2% | -19.9% |
| 6M | -45.1% | +6.4% | -51.5% | -47.4% |
| YTD | +16.5% | +12.8% | +3.6% | +7.7% |
| 1Y | +19.3% | +23.3% | -3.9% | +4.9% |
| 3Y | -20.0% | +108.2% | -128.2% | -45.3% |
| 5Y | -32.0% | +68.6% | -100.6% | -45.9% |
| All | -12.3% | +74.6% | -87.0% | -31.6% |
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