-19.4%
GFS vs TAP
-28.0%
+8.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | -8.6% | -2.1% | -6.4% | -8.4% |
| 3M | -46.5% | +6.6% | -53.2% | -47.2% |
| 6M | -4.8% | -11.5% | +6.7% | -2.5% |
| YTD | +29.7% | -10.3% | +39.9% | +32.5% |
| 1Y | +35.8% | -14.4% | +50.2% | +40.1% |
| All | -19.4% | -28.0% | +8.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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