+60.5%
MSFT vs GFS
-3.7%
+64.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.3% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | +2.7% | -8.6% | +11.3% | +4.1% |
| 3M | +17.0% | -46.5% | +63.5% | +29.7% |
| 6M | +23.8% | -4.8% | +28.6% | +18.9% |
| YTD | +4.0% | +29.7% | -25.7% | -8.3% |
| 1Y | -0.8% | +35.8% | -36.7% | -14.2% |
| 3Y | +55.6% | -18.3% | +73.9% | +47.1% |
| All | +60.5% | -3.7% | +64.2% | +44.4% |
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