-64.1%
TEAM vs GFS
-11.4%
-52.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | -2.4% | +7.4% | -9.8% | -4.5% |
| 30D | -26.7% | -15.3% | -11.4% | -23.4% |
| 3M | -9.6% | -21.1% | +11.5% | -4.3% |
| 6M | +86.0% | -44.5% | +130.5% | +109.6% |
| YTD | -7.5% | +19.2% | -26.7% | -27.4% |
| 1Y | -1.4% | +27.2% | -28.6% | -25.1% |
| 3Y | -14.3% | -20.1% | +5.8% | -24.5% |
| 5Y | -66.3% | -25.6% | -40.7% | -70.5% |
| All | -64.1% | -11.4% | -52.6% | -69.0% |
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