-32.0%
GFS vs S
-66.6%
+34.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.1% | +2.7% |
| 7D | -3.1% | +1.6% | -4.7% | -3.5% |
| 30D | -16.0% | -10.5% | -5.6% | -13.6% |
| 3M | -24.7% | +9.9% | -34.6% | -28.0% |
| 6M | -45.1% | +41.8% | -86.9% | -51.9% |
| YTD | +16.5% | +56.8% | -40.3% | -2.3% |
| 1Y | +19.3% | +39.0% | -19.7% | +3.3% |
| 3Y | -20.0% | +53.8% | -73.8% | -36.3% |
| 5Y | -32.0% | -68.6% | +36.6% | -25.7% |
| All | -32.0% | -66.6% | +34.6% | -25.7% |
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