-0.8%
GFS vs TDY
+31.6%
-32.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +3.2% |
| 7D | +4.5% | -1.8% | +6.3% | +6.1% |
| 30D | -8.2% | -13.8% | +5.6% | +3.7% |
| 3M | -38.9% | -3.9% | -35.0% | -36.5% |
| 6M | -2.9% | -9.0% | +6.1% | +5.4% |
| YTD | +31.8% | +16.5% | +15.2% | +16.0% |
| 1Y | +43.1% | +9.3% | +33.9% | +32.8% |
| 3Y | -20.6% | +45.1% | -65.7% | -43.0% |
| All | -0.8% | +31.6% | -32.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling