+41.4%
IR vs GFS
-3.7%
+45.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.9% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -15.1% | -8.6% | -6.5% | -13.6% |
| 3M | +6.1% | -46.5% | +52.6% | +21.5% |
| 6M | -16.8% | -4.8% | -12.0% | -19.2% |
| YTD | -3.5% | +29.7% | -33.2% | -14.8% |
| 1Y | -3.5% | +35.8% | -39.3% | -16.3% |
| 3Y | +9.5% | -18.3% | +27.8% | +4.4% |
| All | +41.4% | -3.7% | +45.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling