-34.7%
GFS vs S
-67.4%
+32.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.8% |
| 7D | -7.8% | -13.4% | +5.6% | -4.1% |
| 30D | -19.7% | -14.0% | -5.7% | -16.4% |
| 3M | -23.1% | +4.9% | -28.0% | -25.5% |
| 6M | -46.4% | +42.0% | -88.4% | -53.1% |
| YTD | +11.0% | +45.1% | -34.1% | -4.8% |
| 1Y | +12.6% | +33.1% | -20.4% | -1.4% |
| 3Y | -24.9% | +40.6% | -65.6% | -38.7% |
| All | -34.7% | -67.4% | +32.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling