+1.5%
SBUX vs GFS
-3.9%
+5.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -3.9% | +2.6% | -6.5% | -4.4% |
| 30D | -2.8% | -16.4% | +13.6% | +0.4% |
| 3M | +8.2% | -41.6% | +49.8% | +18.6% |
| 6M | +4.3% | -3.7% | +7.9% | +0.5% |
| YTD | +23.3% | +29.3% | -6.0% | +10.1% |
| 1Y | +24.3% | +37.1% | -12.8% | +8.9% |
| 3Y | +15.5% | -22.1% | +37.6% | +10.7% |
| All | +1.5% | -3.9% | +5.4% | -10.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling