-20.0%
GFS vs TLN
+563.3%
-583.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.2% | -2.3% | +3.1% |
| 7D | -3.1% | +9.1% | -12.2% | -5.1% |
| 30D | -16.0% | -4.1% | -11.9% | -15.3% |
| 3M | -24.7% | +4.4% | -29.1% | -25.9% |
| 6M | -45.1% | -6.0% | -39.1% | -44.8% |
| YTD | +16.5% | -3.1% | +19.6% | +15.4% |
| 1Y | +19.3% | -6.1% | +25.4% | +18.6% |
| 3Y | -20.0% | +575.3% | -595.3% | -22.5% |
| All | -20.0% | +563.3% | -583.2% | -22.5% |
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