-34.7%
GFS vs TRI
+5.0%
-39.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.7% | +10.9% | +6.5% |
| 7D | -7.8% | -4.8% | -3.0% | -7.7% |
| 30D | -19.7% | +13.4% | -33.0% | -21.0% |
| 3M | -23.1% | +13.1% | -36.3% | -24.8% |
| 6M | -46.4% | +24.4% | -70.8% | -49.1% |
| YTD | +11.0% | -11.4% | +22.5% | +21.7% |
| 1Y | +12.6% | -15.6% | +28.2% | +26.6% |
| 3Y | -24.9% | -6.5% | -18.5% | -31.1% |
| All | -34.7% | +5.0% | -39.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling