-50.7%
GFS vs S
+36.9%
-87.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -8.8% | -1.1% | -9.5% |
| 7D | -20.7% | -16.7% | -4.0% | -20.4% |
| 30D | -25.2% | -17.0% | -8.3% | -25.3% |
| 3M | -26.3% | +2.0% | -28.3% | -25.2% |
| 6M | -50.7% | +35.1% | -85.8% | -49.8% |
| All | -50.7% | +36.9% | -87.6% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling