+3.9%
SBUX vs GFS
-3.7%
+7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -0.9% | -8.6% | +7.7% | +0.6% |
| 3M | +11.6% | -46.5% | +58.2% | +24.4% |
| 6M | +8.8% | -4.8% | +13.6% | +5.1% |
| YTD | +26.3% | +29.7% | -3.3% | +12.7% |
| 1Y | +23.1% | +35.8% | -12.7% | +8.1% |
| 3Y | +15.0% | -18.3% | +33.3% | +9.0% |
| All | +3.9% | -3.7% | +7.6% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling