+27.2%
GFS vs TRI
-17.3%
+44.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | -2.9% | +10.3% | +6.5% |
| 30D | -15.3% | +3.7% | -19.0% | -14.0% |
| 3M | -21.1% | +3.7% | -24.8% | -19.1% |
| 6M | -44.5% | +35.1% | -79.6% | -38.9% |
| YTD | +19.2% | -14.0% | +33.2% | +25.4% |
| 1Y | +27.2% | -19.0% | +46.2% | +38.1% |
| All | +27.2% | -17.3% | +44.5% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling