+35.8%
GFS vs S
+10.1%
+25.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.0% | -7.7% | +8.7% | +1.9% |
| 30D | -8.6% | -5.3% | -3.3% | -8.2% |
| 3M | -46.5% | +20.3% | -66.8% | -48.0% |
| 6M | -4.8% | +47.4% | -52.2% | -11.4% |
| YTD | +29.7% | +32.5% | -2.9% | +24.2% |
| 1Y | +35.8% | +9.5% | +26.3% | +38.9% |
| All | +35.8% | +10.1% | +25.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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