+35.8%
MSCI vs GFS
-19.0%
+54.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +3.0% | +7.4% | -4.4% | +2.8% |
| 30D | +17.8% | -15.3% | +33.1% | +18.4% |
| 3M | +15.2% | -21.1% | +36.3% | +16.0% |
| 6M | +16.5% | -44.5% | +61.0% | +18.4% |
| YTD | +16.4% | +19.2% | -2.9% | +7.4% |
| 1Y | +16.8% | +27.2% | -10.4% | +6.6% |
| 3Y | +35.8% | -20.1% | +55.9% | +26.0% |
| All | +35.8% | -19.0% | +54.8% | +26.0% |
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