-40.9%
SE vs GFS
+37.2%
-78.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -6.1% | +1.0% | -7.1% | -6.2% |
| 30D | -2.5% | -8.6% | +6.1% | -1.9% |
| 3M | +21.7% | -46.5% | +68.3% | +27.4% |
| 6M | +27.0% | -4.8% | +31.8% | +15.7% |
| YTD | -12.1% | +29.7% | -41.8% | -25.9% |
| 1Y | -40.9% | +35.8% | -76.8% | -50.4% |
| All | -40.9% | +37.2% | -78.1% | -50.4% |
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 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