-24.9%
GFS vs TLN
+538.9%
-563.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +4.4% |
| 7D | -7.8% | -1.3% | -6.5% | -7.5% |
| 30D | -19.7% | -10.5% | -9.2% | -17.6% |
| 3M | -23.1% | +0.1% | -23.2% | -23.4% |
| 6M | -46.4% | -17.4% | -29.0% | -44.5% |
| YTD | +11.0% | -9.7% | +20.7% | +11.9% |
| 1Y | +12.6% | -12.3% | +24.9% | +13.9% |
| 3Y | -24.9% | +528.3% | -553.2% | -30.7% |
| All | -24.9% | +538.9% | -563.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling