-69.5%
SE vs GFS
-2.1%
-67.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -4.8% | +3.2% | -8.0% | -5.9% |
| 30D | -18.1% | -9.6% | -8.5% | -15.4% |
| 3M | +30.6% | -38.5% | +69.1% | +51.8% |
| 6M | +20.8% | -1.3% | +22.1% | +10.6% |
| YTD | -15.6% | +31.8% | -47.4% | -33.3% |
| 1Y | -44.2% | +44.6% | -88.8% | -58.2% |
| 3Y | +181.5% | -20.6% | +202.2% | +158.2% |
| All | -69.5% | -2.1% | -67.4% | -74.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling