-78.9%
SE vs GFS
-9.0%
-69.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -1.5% | +17.2% | -18.7% | -6.9% |
| 30D | -22.3% | -8.7% | -13.6% | -20.5% |
| 3M | -41.8% | -19.7% | -22.2% | -38.2% |
| 6M | -22.4% | -40.7% | +18.3% | -11.8% |
| YTD | -41.6% | +22.5% | -64.1% | -53.3% |
| 1Y | -48.0% | +25.2% | -73.2% | -59.0% |
| 3Y | +63.9% | -17.7% | +81.5% | +42.5% |
| 5Y | -78.2% | -23.5% | -54.6% | -80.9% |
| All | -78.9% | -9.0% | -69.9% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling