-14.6%
TEAM vs GFS
-20.2%
+5.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -6.9% |
| 7D | -5.7% | +2.6% | -8.3% | -6.1% |
| 30D | +18.3% | -16.4% | +34.7% | +21.7% |
| 3M | +80.2% | -41.6% | +121.8% | +94.6% |
| 6M | +111.0% | -3.7% | +114.7% | +92.7% |
| YTD | +8.8% | +29.3% | -20.5% | -12.7% |
| 1Y | +2.2% | +37.1% | -35.0% | -20.4% |
| 3Y | -14.6% | -22.1% | +7.5% | -19.3% |
| All | -14.6% | -20.2% | +5.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling