+35.3%
IR vs GFS
-2.1%
+37.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | +3.2% | -6.3% | -3.8% |
| 30D | -14.0% | -9.6% | -4.4% | -12.1% |
| 3M | +3.7% | -38.5% | +42.2% | +15.0% |
| 6M | -15.4% | -1.3% | -14.1% | -18.6% |
| YTD | -7.7% | +31.8% | -39.5% | -18.8% |
| 1Y | -8.8% | +44.6% | -53.4% | -22.2% |
| 3Y | +5.6% | -20.6% | +26.2% | +1.5% |
| All | +35.3% | -2.1% | +37.4% | +22.3% |
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 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