+67.0%
MAR vs GFS
-21.4%
+88.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.5% | +4.5% | -5.0% | -1.2% |
| 30D | -4.7% | -8.2% | +3.5% | -3.5% |
| 3M | -15.6% | -38.9% | +23.3% | -9.2% |
| 6M | +1.2% | -2.9% | +4.1% | -3.4% |
| YTD | +7.5% | +31.8% | -24.3% | -6.0% |
| 1Y | +26.6% | +43.1% | -16.5% | +7.4% |
| All | +67.0% | -21.4% | +88.4% | +60.0% |
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 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