-23.5%
GFS vs TLN
+583.6%
-607.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.6% |
| 7D | +1.0% | +7.1% | -6.1% | -0.7% |
| 30D | -8.6% | -3.9% | -4.7% | -7.6% |
| 3M | -46.5% | -16.2% | -30.4% | -44.2% |
| 6M | -4.8% | -5.8% | +1.0% | -3.3% |
| YTD | +29.7% | -15.4% | +45.1% | +33.5% |
| 1Y | +35.8% | -16.7% | +52.5% | +39.9% |
| 3Y | -18.3% | +473.8% | -492.1% | -36.6% |
| All | -23.5% | +583.6% | -607.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling