+139.9%
INTC vs GFS
-2.1%
+142.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.7% |
| 7D | +18.0% | +4.5% | +13.5% | +15.2% |
| 30D | +8.9% | -8.2% | +17.1% | +14.0% |
| 3M | -1.6% | -38.9% | +37.3% | +29.2% |
| 6M | +133.1% | -2.9% | +136.0% | +139.5% |
| YTD | +187.9% | +31.8% | +156.1% | +153.6% |
| 1Y | +334.7% | +43.1% | +291.6% | +266.8% |
| 3Y | +184.2% | -20.6% | +204.8% | +205.4% |
| All | +139.9% | -2.1% | +142.0% | +140.3% |
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 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