-30.1%
GFS vs MTB
+61.4%
-91.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +7.4% | +1.5% | +5.8% | +6.5% |
| 30D | -15.3% | +2.3% | -17.6% | -16.3% |
| 3M | -21.1% | -12.1% | -9.0% | -15.3% |
| 6M | -44.5% | +9.8% | -54.3% | -47.7% |
| YTD | +19.2% | +12.0% | +7.2% | +10.6% |
| 1Y | +27.2% | +22.0% | +5.2% | +12.4% |
| 3Y | -20.1% | +107.6% | -127.7% | -45.3% |
| All | -30.1% | +61.4% | -91.5% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling