+22.5%
MA vs GFS
+15.5%
+7.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.9% | +3.4% |
| 7D | +10.2% | -12.5% | +22.7% | +9.1% |
| 30D | +19.3% | -16.9% | +36.3% | +17.8% |
| 3M | +18.0% | -22.3% | +40.2% | +16.2% |
| 6M | +33.7% | -40.2% | +73.9% | +28.0% |
| YTD | +18.6% | +16.0% | +2.6% | +9.6% |
| 1Y | +22.5% | +17.7% | +4.8% | +10.9% |
| All | +22.5% | +15.5% | +7.0% | +10.9% |
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