+78.9%
MA vs GFS
-3.7%
+82.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +1.5% | -8.6% | +10.1% | +2.4% |
| 3M | +20.4% | -46.5% | +67.0% | +29.2% |
| 6M | +11.1% | -4.8% | +16.0% | +7.4% |
| YTD | +2.0% | +29.7% | -27.7% | -7.5% |
| 1Y | -2.2% | +35.8% | -38.0% | -12.4% |
| 3Y | +41.9% | -18.3% | +60.2% | +35.1% |
| All | +78.9% | -3.7% | +82.6% | +61.9% |
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 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