+3.8%
MSCI vs GFS
-38.3%
+42.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.2% |
| 7D | +2.8% | -7.8% | +10.7% | +3.9% |
| 30D | +15.4% | -19.7% | +35.1% | +18.8% |
| 3M | +13.4% | -23.1% | +36.5% | +17.0% |
| 6M | +10.9% | -46.4% | +57.3% | +18.8% |
| YTD | +13.0% | +11.0% | +1.9% | +1.3% |
| 1Y | +12.0% | +12.6% | -0.6% | -0.2% |
| 3Y | +34.1% | -24.9% | +59.0% | +25.9% |
| All | +3.8% | -38.3% | +42.1% | -3.5% |
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