+61.9%
SE vs GFS
-16.8%
+78.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | -1.5% | +17.2% | -18.7% | -3.9% |
| 30D | -22.3% | -8.7% | -13.6% | -21.5% |
| 3M | -41.8% | -19.7% | -22.2% | -40.2% |
| 6M | -22.4% | -40.7% | +18.3% | -17.7% |
| YTD | -41.6% | +22.5% | -64.1% | -48.8% |
| 1Y | -48.0% | +25.2% | -73.2% | -54.8% |
| All | +61.9% | -16.8% | +78.7% | +63.6% |
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