+12.6%
GFS vs RACE
+3.3%
+9.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.5% |
| 7D | -7.8% | +5.1% | -12.9% | -8.8% |
| 30D | -19.7% | +7.7% | -27.4% | -20.9% |
| 3M | -23.1% | +2.2% | -25.3% | -23.4% |
| 6M | -46.4% | +23.8% | -70.1% | -49.2% |
| YTD | +11.0% | +13.9% | -2.9% | +6.3% |
| 1Y | +12.6% | +3.8% | +8.9% | +11.2% |
| All | +12.6% | +3.3% | +9.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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