+63.3%
MSFT vs GFS
-26.8%
+90.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.7% | -3.3% |
| 7D | -6.2% | +6.2% | -12.5% | -7.4% |
| 30D | -3.7% | -11.4% | +7.7% | -2.0% |
| 3M | +3.6% | -15.5% | +19.1% | +6.0% |
| 6M | +26.8% | -42.6% | +69.4% | +36.5% |
| YTD | +8.4% | +23.2% | -14.8% | -4.4% |
| 1Y | +3.3% | +23.6% | -20.3% | -9.2% |
| 3Y | +44.3% | -17.2% | +61.5% | +34.4% |
| 5Y | +63.3% | -23.4% | +86.8% | +48.3% |
| All | +63.3% | -26.8% | +90.1% | +48.3% |
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