+6.0%
SO vs GFS
+22.9%
-16.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.1% |
| 7D | +1.4% | +7.4% | -6.0% | +1.7% |
| 30D | +4.7% | -15.3% | +20.0% | +4.1% |
| 3M | +1.7% | -21.1% | +22.8% | +0.8% |
| 6M | +2.2% | -44.5% | +46.6% | 0.0% |
| YTD | +10.0% | +19.2% | -9.3% | +11.7% |
| 1Y | +6.0% | +27.2% | -21.2% | +6.0% |
| All | +6.0% | +22.9% | -16.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling