+139.3%
GS vs GFS
-38.3%
+177.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.8% |
| 7D | -3.2% | -7.8% | +4.6% | -1.5% |
| 30D | -2.4% | -19.7% | +17.2% | +2.3% |
| 3M | -15.7% | -23.1% | +7.4% | -11.1% |
| 6M | -6.8% | -46.4% | +39.6% | +5.5% |
| YTD | -0.1% | +11.0% | -11.1% | -7.1% |
| 1Y | +12.1% | +12.6% | -0.5% | +3.7% |
| 3Y | +185.8% | -24.9% | +210.7% | +179.6% |
| All | +139.3% | -38.3% | +177.6% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling