+68.0%
MSFT vs GFS
-9.0%
+77.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | +17.2% | -19.6% | -5.3% |
| 30D | -3.8% | -8.7% | +5.0% | -2.6% |
| 3M | +6.4% | -19.7% | +26.1% | +9.9% |
| 6M | +28.8% | -40.7% | +69.5% | +37.5% |
| YTD | +8.8% | +22.5% | -13.7% | -3.7% |
| 1Y | +3.2% | +25.2% | -22.1% | -9.4% |
| 3Y | +44.8% | -17.7% | +62.5% | +35.3% |
| 5Y | +61.8% | -23.5% | +85.4% | +47.6% |
| All | +68.0% | -9.0% | +77.0% | +51.6% |
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 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