-7.5%
IR vs GFS
+39.8%
-47.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -1.9% | +4.5% | -6.4% | -2.4% |
| 30D | -15.0% | -8.2% | -6.9% | -14.2% |
| 3M | -0.4% | -38.9% | +38.4% | +5.9% |
| 6M | -15.0% | -2.9% | -12.2% | -19.5% |
| YTD | -7.1% | +31.8% | -38.8% | -17.8% |
| 1Y | -7.5% | +43.1% | -50.7% | -20.8% |
| All | -7.5% | +39.8% | -47.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling