+398.8%
HL vs GFS
-21.4%
+420.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.6% | +3.2% | -8.8% | -6.4% |
| 30D | +12.7% | -9.6% | +22.3% | +15.7% |
| 3M | +42.5% | -38.5% | +81.0% | +60.3% |
| 6M | -9.0% | -1.3% | -7.7% | -9.8% |
| YTD | +4.4% | +31.8% | -27.4% | -3.9% |
| 1Y | +82.7% | +44.6% | +38.1% | +64.0% |
| All | +398.8% | -21.4% | +420.2% | +377.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling