+133.9%
HL vs GFS
+37.2%
+96.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | +25.1% | -8.6% | +33.6% | +28.0% |
| 3M | +22.9% | -46.5% | +69.4% | +46.9% |
| 6M | -4.9% | -4.8% | -0.1% | -5.4% |
| YTD | +7.8% | +29.7% | -21.8% | -1.8% |
| 1Y | +133.9% | +35.8% | +98.0% | +113.3% |
| All | +133.9% | +37.2% | +96.7% | +113.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling