+120.1%
MAR vs GFS
-19.0%
+139.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +1.6% | +7.4% | -5.8% | +0.5% |
| 30D | +13.8% | -15.3% | +29.1% | +16.3% |
| 3M | +20.3% | -21.1% | +41.4% | +23.9% |
| 6M | +21.3% | -44.5% | +65.8% | +30.0% |
| YTD | +37.2% | +19.2% | +18.0% | +21.2% |
| 1Y | +48.4% | +27.2% | +21.2% | +28.4% |
| 3Y | +120.1% | -20.1% | +140.3% | +99.4% |
| All | +120.1% | -19.0% | +139.2% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling