+119.5%
RF vs GFS
-19.0%
+138.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +1.9% | +7.4% | -5.4% | +0.5% |
| 30D | +7.3% | -15.3% | +22.6% | +10.3% |
| 3M | -7.9% | -21.1% | +13.2% | -4.3% |
| 6M | +10.5% | -44.5% | +55.0% | +20.9% |
| YTD | +9.6% | +19.2% | -9.6% | -4.9% |
| 1Y | +20.3% | +27.2% | -6.9% | +2.1% |
| 3Y | +119.5% | -20.1% | +139.7% | +102.4% |
| All | +119.5% | -19.0% | +138.6% | +102.4% |
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