+45.3%
SO vs GFS
-20.2%
+65.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.0% | +2.6% | -1.6% | +1.1% |
| 30D | -3.2% | -16.4% | +13.2% | -3.5% |
| 3M | -1.7% | -41.6% | +39.9% | -2.6% |
| 6M | -7.2% | -3.7% | -3.5% | -7.5% |
| YTD | +4.6% | +29.3% | -24.7% | +4.4% |
| 1Y | +1.2% | +37.1% | -35.9% | +1.0% |
| 3Y | +45.3% | -22.1% | +67.4% | +43.8% |
| All | +45.3% | -20.2% | +65.5% | +43.8% |
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