+52.5%
SO vs GFS
-20.2%
+72.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.1% | -5.3% | +5.2% | -0.2% |
| 30D | +8.7% | -15.8% | +24.5% | +8.3% |
| 3M | +3.4% | -18.6% | +22.0% | +3.0% |
| 6M | +3.7% | -45.0% | +48.7% | +2.6% |
| YTD | +10.0% | +16.8% | -6.7% | +9.9% |
| 1Y | +6.6% | +17.8% | -11.2% | +6.4% |
| 3Y | +52.5% | -21.5% | +74.0% | +51.3% |
| All | +52.5% | -20.2% | +72.7% | +51.3% |
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