-21.3%
GFS vs P
+250.9%
-272.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -16.4% | +6.5% | -3.5% |
| 7D | -20.7% | -31.9% | +11.2% | -8.3% |
| 30D | -25.2% | -36.5% | +11.3% | -11.8% |
| 3M | -26.3% | +11.6% | -37.9% | -31.5% |
| 6M | -50.7% | +25.2% | -75.9% | -56.6% |
| YTD | +4.5% | +39.4% | -34.9% | -12.6% |
| 1Y | +2.5% | -3.7% | +6.1% | -4.3% |
| 3Y | -30.9% | +167.3% | -198.2% | -65.2% |
| 5Y | -42.6% | +237.3% | -280.0% | -74.8% |
| All | -21.3% | +250.9% | -272.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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