+9.5%
GFS vs Q
+66.4%
-56.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +2.0% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | -19.7% | -9.8% | -9.9% | -14.0% |
| 3M | -23.1% | -12.2% | -10.9% | -16.3% |
| 6M | -46.4% | -21.6% | -24.8% | -36.8% |
| YTD | +11.0% | +43.6% | -32.5% | +1.1% |
| 1Y | +12.6% | +25.7% | -13.0% | +7.0% |
| All | +9.5% | +66.4% | -56.9% | +4.5% |
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