+22.9%
SBUX vs GFS
+47.5%
-24.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.6% |
| 7D | -5.5% | +3.8% | -9.3% | -5.7% |
| 30D | -8.5% | -11.7% | +3.3% | -7.7% |
| 3M | -2.9% | -41.8% | +38.9% | +0.1% |
| 6M | -1.5% | +6.6% | -8.2% | -8.2% |
| YTD | +19.4% | +34.6% | -15.3% | +6.1% |
| 1Y | +22.9% | +46.2% | -23.2% | +7.2% |
| All | +22.9% | +47.5% | -24.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling