-2.4%
GFS vs MTB
+88.0%
-90.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +1.0% | +1.7% | -0.7% | 0.0% |
| 30D | -8.6% | -4.2% | -4.4% | -6.4% |
| 3M | -46.5% | +8.9% | -55.4% | -49.4% |
| 6M | -4.8% | +10.9% | -15.7% | -10.7% |
| YTD | +29.7% | +21.5% | +8.2% | +15.1% |
| 1Y | +35.8% | +21.9% | +13.9% | +20.2% |
| 3Y | -18.3% | +109.2% | -127.6% | -44.8% |
| All | -2.4% | +88.0% | -90.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling