+118.2%
MAR vs GFS
0.0%
+118.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.3% |
| 7D | -0.5% | +3.8% | -4.4% | -1.3% |
| 30D | -5.4% | -11.7% | +6.3% | -3.1% |
| 3M | -15.5% | -41.8% | +26.3% | -6.2% |
| 6M | +3.0% | +6.6% | -3.7% | -3.2% |
| YTD | +8.5% | +34.6% | -26.1% | -5.4% |
| 1Y | +26.0% | +46.2% | -20.2% | +6.6% |
| 3Y | +68.6% | -20.3% | +88.9% | +61.0% |
| All | +118.2% | 0.0% | +118.2% | +88.6% |
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