+17.8%
GFS vs SOLS
+38.0%
-20.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.9% |
| 7D | -5.3% | +5.3% | -10.6% | -8.0% |
| 30D | -15.8% | +6.0% | -21.8% | -18.3% |
| 3M | -18.6% | +7.9% | -26.6% | -22.2% |
| 6M | -45.0% | -16.7% | -28.3% | -40.3% |
| YTD | +16.8% | +34.3% | -17.5% | +3.3% |
| 1Y | +17.8% | +38.2% | -20.4% | +4.0% |
| All | +17.8% | +38.0% | -20.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling