+182.1%
GS vs GFS
-3.9%
+186.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | +2.6% | +0.7% | +2.8% |
| 30D | +0.2% | -16.4% | +16.6% | +4.2% |
| 3M | -0.3% | -41.6% | +41.3% | +11.7% |
| 6M | +27.4% | -3.7% | +31.0% | +25.1% |
| YTD | +19.6% | +29.3% | -9.7% | +8.3% |
| 1Y | +42.5% | +37.1% | +5.3% | +26.5% |
| 3Y | +240.4% | -22.1% | +262.6% | +230.9% |
| All | +182.1% | -3.9% | +186.0% | +164.7% |
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 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