+196.3%
SE vs GFS
-20.2%
+216.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +2.6% | -2.0% | +0.1% |
| 30D | -0.1% | -16.4% | +16.3% | +3.0% |
| 3M | +34.1% | -41.6% | +75.7% | +46.1% |
| 6M | +23.2% | -3.7% | +26.9% | +16.3% |
| YTD | -11.2% | +29.3% | -40.5% | -22.9% |
| 1Y | -40.5% | +37.1% | -77.7% | -49.5% |
| 3Y | +196.3% | -22.1% | +218.4% | +193.8% |
| All | +196.3% | -20.2% | +216.5% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling