+179.9%
INTC vs GFS
-21.4%
+201.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.4% |
| 7D | +18.0% | +4.5% | +13.5% | +14.5% |
| 30D | +8.9% | -8.2% | +17.1% | +15.3% |
| 3M | -1.6% | -38.9% | +37.3% | +38.3% |
| 6M | +133.1% | -2.9% | +136.0% | +136.7% |
| YTD | +187.9% | +31.8% | +156.1% | +136.6% |
| 1Y | +334.7% | +43.1% | +291.6% | +235.6% |
| All | +179.9% | -21.4% | +201.3% | +214.3% |
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 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