+51.5%
NET vs GFS
-3.7%
+55.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.7% |
| 7D | -7.0% | +1.0% | -8.0% | -7.4% |
| 30D | -4.8% | -8.6% | +3.8% | -1.0% |
| 3M | +3.8% | -46.5% | +50.4% | +38.0% |
| 6M | +50.0% | -4.8% | +54.9% | +38.4% |
| YTD | +41.5% | +29.7% | +11.8% | +7.1% |
| 1Y | +32.8% | +35.8% | -3.0% | -3.6% |
| 3Y | +335.9% | -18.3% | +354.2% | +302.6% |
| All | +51.5% | -3.7% | +55.2% | +33.4% |
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