+27.2%
GFS vs S
+30.9%
-3.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +7.4% | +2.0% | +5.4% | +7.2% |
| 30D | -15.3% | -2.7% | -12.5% | -15.0% |
| 3M | -21.1% | -6.9% | -14.2% | -20.2% |
| 6M | -44.5% | +38.1% | -82.5% | -45.1% |
| YTD | +19.2% | +48.0% | -28.8% | +17.4% |
| 1Y | +27.2% | +34.5% | -7.2% | +25.0% |
| All | +27.2% | +30.9% | -3.7% | +25.0% |
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