-57.4%
TE vs GFS
-3.7%
-53.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.3% |
| 7D | -4.0% | +1.0% | -5.0% | -4.5% |
| 30D | -15.9% | -8.6% | -7.3% | -10.9% |
| 3M | -60.5% | -46.5% | -14.0% | -39.6% |
| 6M | -35.2% | -4.8% | -30.4% | -32.7% |
| YTD | -31.1% | +29.7% | -60.8% | -43.4% |
| 1Y | +148.6% | +35.8% | +112.8% | +98.0% |
| 3Y | -26.4% | -18.3% | -8.1% | -20.6% |
| All | -57.4% | -3.7% | -53.7% | -59.3% |
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