+47.7%
RF vs GFS
-9.0%
+56.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | +17.2% | -16.9% | -3.1% |
| 30D | +5.6% | -8.7% | +14.3% | +7.1% |
| 3M | -8.9% | -19.7% | +10.8% | -5.2% |
| 6M | +7.1% | -40.7% | +47.8% | +16.6% |
| YTD | +8.3% | +22.5% | -14.2% | -4.5% |
| 1Y | +16.8% | +25.2% | -8.4% | +2.2% |
| 3Y | +115.0% | -17.7% | +132.7% | +102.2% |
| 5Y | +46.4% | -23.5% | +69.9% | +36.2% |
| All | +47.7% | -9.0% | +56.7% | +34.3% |
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