-20.1%
GFS vs MTB
+106.3%
-126.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +7.4% | +1.5% | +5.8% | +6.3% |
| 30D | -15.3% | +2.3% | -17.6% | -16.6% |
| 3M | -21.1% | -12.1% | -9.0% | -14.1% |
| 6M | -44.5% | +9.8% | -54.3% | -48.6% |
| YTD | +19.2% | +12.0% | +7.2% | +8.0% |
| 1Y | +27.2% | +22.0% | +5.2% | +8.2% |
| 3Y | -20.1% | +107.6% | -127.7% | -48.4% |
| All | -20.1% | +106.3% | -126.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling