-2.4%
GFS vs S
-68.8%
+66.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.0% | -7.7% | +8.7% | +3.2% |
| 30D | -8.6% | -5.3% | -3.3% | -7.7% |
| 3M | -46.5% | +20.3% | -66.8% | -50.1% |
| 6M | -4.8% | +47.4% | -52.2% | -17.5% |
| YTD | +29.7% | +32.5% | -2.9% | +15.5% |
| 1Y | +35.8% | +9.5% | +26.3% | +27.4% |
| 3Y | -18.3% | +15.5% | -33.8% | -28.5% |
| All | -2.4% | -68.8% | +66.4% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling