-67.9%
SE vs GFS
-3.9%
-63.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.3% |
| 30D | -0.1% | -16.4% | +16.3% | +6.1% |
| 3M | +34.1% | -41.6% | +75.7% | +59.0% |
| 6M | +23.2% | -3.7% | +26.9% | +13.9% |
| YTD | -11.2% | +29.3% | -40.5% | -29.3% |
| 1Y | -40.5% | +37.1% | -77.7% | -54.4% |
| 3Y | +196.3% | -22.1% | +218.4% | +173.6% |
| All | -67.9% | -3.9% | -63.9% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling