-29.6%
GFS vs TLN
+710.8%
-740.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.0% |
| 7D | +7.4% | +11.0% | -3.7% | +4.6% |
| 30D | -15.3% | +4.9% | -20.2% | -16.2% |
| 3M | -21.1% | +4.9% | -26.0% | -22.5% |
| 6M | -44.5% | +7.1% | -51.6% | -45.4% |
| YTD | +19.2% | +0.3% | +18.9% | +17.0% |
| 1Y | +27.2% | +5.9% | +21.3% | +23.4% |
| 3Y | -20.1% | +578.5% | -598.6% | -41.1% |
| All | -29.6% | +710.8% | -740.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling