+39.1%
O vs GFS
-19.0%
+58.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -0.4% | +7.4% | -7.8% | -0.4% |
| 30D | +7.1% | -15.3% | +22.4% | +7.2% |
| 3M | -5.2% | -21.1% | +15.9% | -5.1% |
| 6M | -1.8% | -44.5% | +42.7% | -1.4% |
| YTD | +9.1% | +19.2% | -10.2% | +6.1% |
| 1Y | +9.7% | +27.2% | -17.6% | +6.4% |
| 3Y | +39.1% | -20.1% | +59.3% | +38.1% |
| All | +39.1% | -19.0% | +58.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling