-2.4%
GFS vs TAP
+8.6%
-11.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -8.6% | -2.1% | -6.4% | -8.2% |
| 3M | -46.5% | +6.6% | -53.2% | -47.7% |
| 6M | -4.8% | -11.5% | +6.7% | -2.3% |
| YTD | +29.7% | -10.3% | +39.9% | +32.4% |
| 1Y | +35.8% | -14.4% | +50.2% | +40.4% |
| 3Y | -18.3% | -28.3% | +10.0% | -11.5% |
| All | -2.4% | +8.6% | -11.1% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling