+182.6%
GS vs GFS
-3.7%
+186.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -1.6% | -8.6% | +7.0% | +0.2% |
| 3M | -4.5% | -46.5% | +42.1% | +9.2% |
| 6M | +20.9% | -4.8% | +25.7% | +19.0% |
| YTD | +19.9% | +29.7% | -9.8% | +8.4% |
| 1Y | +41.4% | +35.8% | +5.6% | +25.9% |
| 3Y | +239.2% | -18.3% | +257.5% | +226.5% |
| All | +182.6% | -3.7% | +186.3% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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