-4.8%
GFS vs TLN
-6.8%
+2.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | -0.4% |
| 7D | +1.0% | +7.1% | -6.1% | -2.6% |
| 30D | -8.6% | -3.9% | -4.7% | -6.5% |
| 3M | -46.5% | -16.2% | -30.4% | -41.5% |
| 6M | -4.8% | -5.8% | +1.0% | -0.7% |
| All | -4.8% | -6.8% | +2.0% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling