-57.4%
TEAM vs GFS
-2.1%
-55.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | -4.7% | +4.5% | -9.2% | -6.0% |
| 30D | +17.0% | -8.2% | +25.2% | +19.7% |
| 3M | +85.9% | -38.9% | +124.8% | +111.0% |
| 6M | +116.7% | -2.9% | +119.5% | +96.7% |
| YTD | +9.6% | +31.8% | -22.2% | -15.5% |
| 1Y | -2.5% | +43.1% | -45.7% | -28.2% |
| 3Y | -14.0% | -20.6% | +6.7% | -21.4% |
| All | -57.4% | -2.1% | -55.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling