-56.9%
TEAM vs GFS
0.0%
-57.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -5.2% | +3.8% | -9.1% | -6.3% |
| 30D | +15.8% | -11.7% | +27.5% | +20.0% |
| 3M | +101.5% | -41.8% | +143.2% | +133.3% |
| 6M | +138.2% | +6.6% | +131.5% | +108.5% |
| YTD | +10.8% | +34.6% | -23.8% | -15.1% |
| 1Y | +1.7% | +46.2% | -44.5% | -25.6% |
| 3Y | -16.0% | -20.3% | +4.3% | -23.2% |
| All | -56.9% | 0.0% | -57.0% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling