+49.9%
NDAQ vs GFS
-3.7%
+53.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -2.4% | +1.0% | -3.5% | -2.6% |
| 30D | +2.5% | -8.6% | +11.0% | +3.3% |
| 3M | +9.9% | -46.5% | +56.5% | +17.4% |
| 6M | +9.4% | -4.8% | +14.3% | +6.2% |
| YTD | +0.4% | +29.7% | -29.2% | -7.9% |
| 1Y | +4.0% | +35.8% | -31.8% | -5.7% |
| 3Y | +94.4% | -18.3% | +112.7% | +85.9% |
| All | +49.9% | -3.7% | +53.6% | +36.3% |
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 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