+95.6%
NI vs GFS
0.0%
+95.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | 0.0% | +3.8% | -3.8% | -0.2% |
| 30D | -1.4% | -11.7% | +10.3% | -0.8% |
| 3M | -10.6% | -41.8% | +31.2% | -8.3% |
| 6M | -9.3% | +6.6% | -16.0% | -10.6% |
| YTD | +1.1% | +34.6% | -33.5% | -1.8% |
| 1Y | +3.4% | +46.2% | -42.8% | -0.3% |
| 3Y | +67.9% | -20.3% | +88.2% | +66.1% |
| All | +95.6% | 0.0% | +95.6% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling