-7.4%
MSCI vs GFS
-3.7%
-3.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +0.6% | -8.6% | +9.2% | +1.7% |
| 3M | -7.1% | -46.5% | +39.5% | +1.6% |
| 6M | +0.8% | -4.8% | +5.7% | -3.4% |
| YTD | +1.0% | +29.7% | -28.7% | -10.7% |
| 1Y | +4.3% | +35.8% | -31.5% | -9.4% |
| 3Y | +9.9% | -18.3% | +28.3% | +3.7% |
| All | -7.4% | -3.7% | -3.7% | -17.6% |
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 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