+96.0%
MA vs GFS
-31.0%
+127.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.1% |
| 7D | -0.3% | -3.1% | +2.8% | -0.1% |
| 30D | +11.3% | -16.0% | +27.3% | +13.2% |
| 3M | +16.7% | -24.7% | +41.4% | +19.9% |
| 6M | +32.8% | -45.1% | +77.9% | +39.9% |
| YTD | +15.6% | +16.5% | -0.9% | +5.4% |
| 1Y | +19.6% | +19.3% | +0.2% | +8.3% |
| 3Y | +72.1% | -20.0% | +92.1% | +62.1% |
| 5Y | +96.0% | -32.0% | +128.1% | +81.3% |
| All | +96.0% | -31.0% | +127.1% | +81.3% |
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