-10.3%
GFS vs TRI
+2.6%
-12.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | -2.9% | +10.3% | +7.5% |
| 30D | -15.3% | +3.7% | -19.0% | -16.0% |
| 3M | -21.1% | +3.7% | -24.8% | -22.0% |
| 6M | -44.5% | +35.1% | -79.6% | -49.0% |
| YTD | +19.2% | -14.0% | +33.2% | +30.7% |
| 1Y | +27.2% | -19.0% | +46.2% | +44.0% |
| 3Y | -20.1% | -12.0% | -8.1% | -23.8% |
| 5Y | -25.6% | +0.6% | -26.3% | -43.0% |
| All | -10.3% | +2.6% | -12.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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