+30.0%
IR vs GFS
-23.4%
+53.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.6% |
| 7D | +5.0% | -3.1% | +8.1% | +5.6% |
| 30D | +10.3% | -16.0% | +26.3% | +14.3% |
| 3M | -0.1% | -24.7% | +24.6% | +5.6% |
| 6M | +14.8% | -45.1% | +59.9% | +28.1% |
| YTD | +9.7% | +16.5% | -6.7% | -3.8% |
| 1Y | +12.2% | +19.3% | -7.1% | -2.6% |
| 3Y | +30.0% | -20.0% | +49.9% | +21.6% |
| All | +30.0% | -23.4% | +53.4% | +21.6% |
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