-10.9%
MSCI vs GFS
-3.9%
-7.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | -1.7% | -16.4% | +14.7% | +0.8% |
| 3M | -8.2% | -41.6% | +33.4% | -1.2% |
| 6M | -2.4% | -3.7% | +1.2% | -6.8% |
| YTD | -2.8% | +29.3% | -32.1% | -14.0% |
| 1Y | -2.7% | +37.1% | -39.8% | -15.6% |
| 3Y | +7.3% | -22.1% | +29.4% | +2.7% |
| All | -10.9% | -3.9% | -7.0% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling