-8.3%
T vs GFS
-42.9%
+34.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +2.1% |
| 7D | +2.0% | +6.2% | -4.3% | +2.7% |
| 30D | -1.0% | -11.4% | +10.3% | -2.1% |
| 3M | -8.1% | -15.5% | +7.4% | -9.2% |
| 6M | -8.3% | -42.6% | +34.4% | -12.7% |
| All | -8.3% | -42.9% | +34.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling