+29.4%
GFS vs SOLS
+20.3%
+9.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | +4.5% | +3.7% | +0.8% | +2.6% |
| 30D | -8.2% | +5.0% | -13.2% | -10.7% |
| 3M | -38.9% | -21.1% | -17.8% | -31.8% |
| 6M | -2.9% | -14.2% | +11.3% | +3.3% |
| YTD | +31.8% | +30.6% | +1.1% | +23.2% |
| All | +29.4% | +20.3% | +9.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling