-24.9%
GFS vs RACE
+28.1%
-53.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.6% |
| 7D | -7.8% | +5.1% | -12.9% | -9.2% |
| 30D | -19.7% | +7.7% | -27.4% | -21.4% |
| 3M | -23.1% | +2.2% | -25.3% | -23.6% |
| 6M | -46.4% | +23.8% | -70.1% | -50.0% |
| YTD | +11.0% | +13.9% | -2.9% | +5.8% |
| 1Y | +12.6% | +3.8% | +8.9% | +10.3% |
| 3Y | -24.9% | +28.0% | -53.0% | -34.7% |
| All | -24.9% | +28.1% | -53.1% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling