+70.9%
NDAQ vs GFS
-26.8%
+97.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.9% |
| 7D | 0.0% | +6.2% | -6.2% | -0.7% |
| 30D | +16.3% | -11.4% | +27.7% | +17.4% |
| 3M | +15.8% | -15.5% | +31.3% | +17.3% |
| 6M | +24.8% | -42.6% | +67.5% | +30.6% |
| YTD | +14.1% | +23.2% | -9.1% | +4.5% |
| 1Y | +26.5% | +23.6% | +2.9% | +15.7% |
| 3Y | +119.1% | -17.2% | +136.4% | +107.3% |
| 5Y | +70.9% | -23.4% | +94.4% | +57.3% |
| All | +70.9% | -26.8% | +97.7% | +57.3% |
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