+12.6%
GFS vs PL
-3.5%
+16.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.4% | -4.2% | +4.3% |
| 7D | -7.8% | -6.8% | -1.0% | -6.7% |
| 30D | -19.7% | -29.3% | +9.6% | -15.1% |
| 3M | -23.1% | -44.8% | +21.6% | -15.7% |
| 6M | -46.4% | -68.4% | +22.0% | -38.0% |
| YTD | +11.0% | -36.4% | +47.4% | +25.9% |
| 1Y | +12.6% | +0.7% | +11.9% | +27.2% |
| All | +12.6% | -3.5% | +16.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling