+102.9%
T vs GFS
-21.4%
+124.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.7% |
| 7D | -3.1% | +4.5% | -7.6% | -2.9% |
| 30D | +4.6% | -8.2% | +12.8% | +4.3% |
| 3M | +12.2% | -38.9% | +51.1% | +10.5% |
| 6M | -6.5% | -2.9% | -3.6% | -6.8% |
| YTD | +4.9% | +31.8% | -26.9% | +5.3% |
| 1Y | -10.5% | +43.1% | -53.6% | -10.0% |
| All | +102.9% | -21.4% | +124.3% | +101.7% |
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 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