+114.4%
MAR vs GFS
-3.9%
+118.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.7% | +2.6% | -4.4% | -2.3% |
| 30D | -6.9% | -16.4% | +9.5% | -3.5% |
| 3M | -15.8% | -41.6% | +25.8% | -6.8% |
| 6M | +1.9% | -3.7% | +5.6% | -2.0% |
| YTD | +6.6% | +29.3% | -22.7% | -6.3% |
| 1Y | +23.7% | +37.1% | -13.5% | +6.3% |
| 3Y | +64.6% | -22.1% | +86.7% | +57.7% |
| All | +114.4% | -3.9% | +118.3% | +86.8% |
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