-2.4%
GFS vs P
+273.7%
-276.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +1.0% | +6.5% | -5.5% | -1.5% |
| 30D | -8.6% | +18.8% | -27.4% | -15.8% |
| 3M | -46.5% | +26.7% | -73.3% | -51.9% |
| 6M | -4.8% | +62.2% | -67.0% | -23.0% |
| YTD | +29.7% | +48.5% | -18.8% | +7.6% |
| 1Y | +35.8% | +26.4% | +9.4% | +15.3% |
| 3Y | -18.3% | +159.4% | -177.7% | -57.1% |
| All | -2.4% | +273.7% | -276.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling