+17.5%
GFS vs Q
+32.1%
-14.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -2.0% | +0.1% |
| 7D | -3.1% | +8.4% | -11.6% | -8.2% |
| 30D | -16.0% | -1.2% | -14.8% | -15.3% |
| 3M | -24.7% | -9.3% | -15.4% | -19.8% |
| 6M | -45.1% | -15.0% | -30.1% | -38.5% |
| YTD | +16.5% | +53.5% | -37.0% | -0.7% |
| All | +17.5% | +32.1% | -14.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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