+69.0%
SO vs GFS
-2.1%
+71.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | 0.0% | +4.5% | -4.5% | 0.0% |
| 30D | -2.5% | -8.2% | +5.7% | -2.4% |
| 3M | -4.2% | -38.9% | +34.7% | -3.9% |
| 6M | -7.7% | -2.9% | -4.8% | -8.1% |
| YTD | +3.8% | +31.8% | -28.0% | +2.7% |
| 1Y | +0.1% | +43.1% | -43.1% | -1.3% |
| 3Y | +44.2% | -20.6% | +64.9% | +43.9% |
| All | +69.0% | -2.1% | +71.2% | +65.8% |
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 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