-31.1%
GFS vs TLN
+678.8%
-709.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | -15.8% | -4.6% | -11.2% | -14.9% |
| 3M | -18.6% | +5.2% | -23.9% | -20.1% |
| 6M | -45.0% | -6.5% | -38.5% | -44.5% |
| YTD | +16.8% | -3.6% | +20.4% | +15.8% |
| 1Y | +17.8% | -8.2% | +26.0% | +17.6% |
| 3Y | -21.5% | +559.7% | -581.2% | -41.9% |
| All | -31.1% | +678.8% | -709.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling