+9.0%
GFS vs SOLS
+10.3%
-1.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.8% | +3.5% |
| 7D | -7.8% | -4.2% | -3.6% | -5.7% |
| 30D | -19.7% | -3.9% | -15.7% | -17.7% |
| 3M | -23.1% | -6.6% | -16.5% | -20.6% |
| 6M | -46.4% | -29.1% | -17.3% | -37.2% |
| YTD | +11.0% | +19.8% | -8.7% | +8.6% |
| 1Y | +12.6% | +29.2% | -16.6% | +8.5% |
| All | +9.0% | +10.3% | -1.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling