+39.1%
IR vs GFS
-3.9%
+43.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | -13.6% | -16.4% | +2.8% | -10.1% |
| 3M | +3.7% | -41.6% | +45.3% | +16.4% |
| 6M | -13.1% | -3.7% | -9.4% | -15.8% |
| YTD | -5.1% | +29.3% | -34.4% | -16.2% |
| 1Y | -6.5% | +37.1% | -43.6% | -19.1% |
| 3Y | +8.5% | -22.1% | +30.6% | +4.7% |
| All | +39.1% | -3.9% | +43.0% | +26.3% |
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