+57.5%
IR vs GFS
-11.4%
+68.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | +2.5% | +7.4% | -4.9% | +0.8% |
| 30D | +9.2% | -15.3% | +24.4% | +13.0% |
| 3M | +0.9% | -21.1% | +22.0% | +5.8% |
| 6M | +19.2% | -44.5% | +63.7% | +33.3% |
| YTD | +7.5% | +19.2% | -11.8% | -4.0% |
| 1Y | +11.7% | +27.2% | -15.5% | -2.1% |
| 3Y | +23.9% | -20.1% | +44.0% | +18.1% |
| 5Y | +46.4% | -25.6% | +72.0% | +37.4% |
| All | +57.5% | -11.4% | +68.9% | +44.7% |
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 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