+30.3%
O vs GFS
-20.2%
+50.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.6% | +2.6% | -3.2% | -0.6% |
| 30D | -2.0% | -16.4% | +14.4% | -1.7% |
| 3M | +3.0% | -41.6% | +44.6% | +4.0% |
| 6M | -3.6% | -3.7% | 0.0% | -5.2% |
| YTD | +12.1% | +29.3% | -17.3% | +8.4% |
| 1Y | +8.9% | +37.1% | -28.2% | +4.9% |
| 3Y | +30.3% | -22.1% | +52.5% | +28.4% |
| All | +30.3% | -20.2% | +50.5% | +28.4% |
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 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