+132.5%
INTC vs GFS
0.0%
+132.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.4% |
| 7D | +7.5% | +3.8% | +3.6% | +5.3% |
| 30D | +2.0% | -11.7% | +13.7% | +9.0% |
| 3M | -12.0% | -41.8% | +29.8% | +18.2% |
| 6M | +114.5% | +6.6% | +107.9% | +110.7% |
| YTD | +179.0% | +34.6% | +144.3% | +142.9% |
| 1Y | +318.3% | +46.2% | +272.1% | +249.1% |
| 3Y | +171.2% | -20.3% | +191.5% | +189.9% |
| All | +132.5% | 0.0% | +132.4% | +130.2% |
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