+75.4%
T vs GFS
-3.7%
+79.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +11.4% | -8.6% | +20.0% | +11.5% |
| 3M | +14.3% | -46.5% | +60.8% | +15.4% |
| 6M | -9.3% | -4.8% | -4.4% | -10.0% |
| YTD | +7.1% | +29.7% | -22.6% | +4.9% |
| 1Y | -9.1% | +35.8% | -44.9% | -11.3% |
| 3Y | +105.3% | -18.3% | +123.7% | +103.7% |
| All | +75.4% | -3.7% | +79.1% | +74.2% |
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