-0.8%
MSFT vs GFS
+37.2%
-38.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.0% |
| 7D | -2.7% | +1.0% | -3.7% | -2.7% |
| 30D | +2.7% | -8.6% | +11.3% | +2.6% |
| 3M | +17.0% | -46.5% | +63.5% | +15.0% |
| 6M | +23.8% | -4.8% | +28.6% | +18.4% |
| YTD | +4.0% | +29.7% | -25.7% | -1.7% |
| 1Y | -0.8% | +35.8% | -36.7% | -6.0% |
| All | -0.8% | +37.2% | -38.0% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling