+3.1%
GFS vs Q
+56.5%
-53.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.4% | -2.5% | -5.0% |
| 7D | -20.7% | -10.3% | -10.4% | -14.5% |
| 30D | -25.2% | -17.7% | -7.6% | -15.0% |
| 3M | -26.3% | -18.8% | -7.5% | -15.5% |
| 6M | -50.7% | -24.8% | -25.9% | -40.1% |
| YTD | +4.5% | +35.0% | -30.5% | -0.8% |
| 1Y | +2.5% | +10.7% | -8.3% | +3.3% |
| All | +3.1% | +56.5% | -53.4% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling