+26.2%
MAR vs GFS
+37.2%
-11.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -4.2% | +1.0% | -5.2% | -4.2% |
| 30D | -6.7% | -8.6% | +1.9% | -6.4% |
| 3M | -12.5% | -46.5% | +34.1% | -10.2% |
| 6M | +0.6% | -4.8% | +5.4% | -3.5% |
| YTD | +9.1% | +29.7% | -20.5% | +0.3% |
| 1Y | +26.2% | +35.8% | -9.6% | +13.0% |
| All | +26.2% | +37.2% | -11.0% | +13.0% |
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