+147.7%
GS vs GFS
-13.3%
+160.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +1.6% | -5.3% | +6.9% | +2.7% |
| 30D | +1.7% | -15.8% | +17.5% | +5.4% |
| 3M | -11.6% | -18.6% | +7.1% | -7.9% |
| 6M | -1.9% | -45.0% | +43.1% | +10.0% |
| YTD | +5.1% | +16.8% | -11.7% | -3.2% |
| 1Y | +16.4% | +17.8% | -1.4% | +7.0% |
| 3Y | +199.0% | -21.5% | +220.5% | +189.9% |
| 5Y | +157.4% | -29.3% | +186.8% | +146.1% |
| All | +147.7% | -13.3% | +160.9% | +136.7% |
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