-7.5%
T vs GFS
+47.5%
-55.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +2.1% |
| 7D | +1.5% | +3.8% | -2.4% | +1.8% |
| 30D | +7.5% | -11.7% | +19.2% | +6.7% |
| 3M | +14.8% | -41.8% | +56.6% | +11.7% |
| 6M | -1.7% | +6.6% | -8.4% | -1.7% |
| YTD | +8.7% | +34.6% | -26.0% | +10.8% |
| 1Y | -7.5% | +46.2% | -53.6% | -5.7% |
| All | -7.5% | +47.5% | -55.0% | -5.7% |
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