-10.3%
GFS vs TNA
-35.1%
+24.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +7.4% | +3.7% | +3.7% | +5.6% |
| 30D | -15.3% | +4.4% | -19.6% | -17.0% |
| 3M | -21.1% | -26.7% | +5.6% | -10.2% |
| 6M | -44.5% | -12.8% | -31.7% | -41.0% |
| YTD | +19.2% | +22.7% | -3.4% | +8.6% |
| 1Y | +27.2% | +35.7% | -8.4% | +10.5% |
| 3Y | -20.1% | +134.6% | -154.7% | -51.4% |
| 5Y | -25.6% | -46.0% | +20.4% | -21.2% |
| All | -10.3% | -35.1% | +24.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling