+76.9%
SO vs GFS
-9.0%
+85.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.5% |
| 7D | -0.9% | +17.2% | -18.1% | -1.0% |
| 30D | +4.9% | -8.7% | +13.7% | +5.0% |
| 3M | +0.8% | -19.7% | +20.4% | +0.9% |
| 6M | +0.6% | -40.7% | +41.3% | +0.7% |
| YTD | +8.7% | +22.5% | -13.9% | +7.5% |
| 1Y | +4.0% | +25.2% | -21.3% | +2.7% |
| 3Y | +50.6% | -17.7% | +68.2% | +49.6% |
| 5Y | +77.5% | -23.5% | +101.0% | +75.1% |
| All | +76.9% | -9.0% | +85.9% | +73.6% |
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