+44.8%
NET vs GFS
-13.8%
+58.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.4% | +0.3% |
| 7D | -16.4% | -12.5% | -3.8% | -10.6% |
| 30D | -25.8% | -16.9% | -8.9% | -19.2% |
| 3M | -11.5% | -22.3% | +10.7% | -1.7% |
| 6M | +18.9% | -40.2% | +59.1% | +42.1% |
| YTD | +35.2% | +16.0% | +19.2% | +6.6% |
| 1Y | +14.5% | +17.7% | -3.2% | -10.9% |
| 3Y | +313.8% | -23.4% | +337.2% | +282.7% |
| 5Y | +32.6% | -35.4% | +68.0% | +25.9% |
| All | +44.8% | -13.8% | +58.7% | +32.8% |
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