-69.2%
SE vs GFS
-2.1%
-67.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.8% |
| 7D | -3.6% | +4.5% | -8.1% | -5.2% |
| 30D | -5.3% | -8.2% | +2.9% | -2.6% |
| 3M | +28.1% | -38.9% | +66.9% | +49.3% |
| 6M | +20.7% | -2.9% | +23.5% | +11.3% |
| YTD | -14.8% | +31.8% | -46.6% | -32.6% |
| 1Y | -43.6% | +43.1% | -86.7% | -57.6% |
| 3Y | +184.2% | -20.6% | +204.9% | +160.6% |
| All | -69.2% | -2.1% | -67.1% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling