+108.5%
RF vs GFS
-27.1%
+135.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.5% |
| 7D | -0.9% | -7.8% | +6.9% | +0.4% |
| 30D | +6.0% | -19.7% | +25.7% | +10.0% |
| 3M | -8.9% | -23.1% | +14.2% | -5.0% |
| 6M | +2.3% | -46.4% | +48.7% | +12.3% |
| YTD | +7.6% | +11.0% | -3.5% | -5.3% |
| 1Y | +21.2% | +12.6% | +8.5% | +6.0% |
| 3Y | +108.5% | -24.9% | +133.5% | +94.4% |
| All | +108.5% | -27.1% | +135.7% | +94.4% |
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