-0.8%
GFS vs TRI
-9.0%
+8.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +4.5% | -8.4% | +12.9% | +5.6% |
| 30D | -8.2% | -6.5% | -1.7% | -7.6% |
| 3M | -38.9% | +18.6% | -57.4% | -41.8% |
| 6M | -2.9% | -10.4% | +7.6% | +0.9% |
| YTD | +31.8% | -23.7% | +55.5% | +47.3% |
| 1Y | +43.1% | -42.5% | +85.6% | +86.8% |
| 3Y | -20.6% | -19.3% | -1.4% | -25.1% |
| All | -0.8% | -9.0% | +8.1% | -22.2% |
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