-42.6%
GFS vs RACE
+65.1%
-107.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.3% | -7.5% | -8.7% |
| 7D | -20.7% | +5.7% | -26.4% | -22.9% |
| 30D | -25.2% | +9.3% | -34.5% | -28.6% |
| 3M | -26.3% | +3.8% | -30.1% | -27.8% |
| 6M | -50.7% | +29.8% | -80.5% | -57.6% |
| YTD | +4.5% | +15.6% | -11.1% | -5.2% |
| 1Y | +2.5% | +5.1% | -2.6% | -2.2% |
| 3Y | -30.9% | +30.8% | -61.7% | -49.2% |
| 5Y | -42.6% | +67.4% | -110.0% | -67.4% |
| All | -42.6% | +65.1% | -107.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling