+8.3%
O vs GFS
0.0%
+8.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -2.9% | +3.8% | -6.7% | -3.1% |
| 30D | -4.5% | -11.7% | +7.2% | -3.9% |
| 3M | -2.6% | -41.8% | +39.1% | 0.0% |
| 6M | -5.6% | +6.6% | -12.3% | -7.7% |
| YTD | +9.3% | +34.6% | -25.4% | +4.7% |
| 1Y | +4.3% | +46.2% | -41.9% | -0.9% |
| 3Y | +27.4% | -20.3% | +47.8% | +26.0% |
| All | +8.3% | 0.0% | +8.3% | +5.4% |
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 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