-63.5%
TEAM vs GFS
-8.5%
-55.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +0.9% |
| 7D | -19.7% | +6.2% | -25.9% | -21.5% |
| 30D | -26.6% | -11.4% | -15.3% | -24.5% |
| 3M | -1.1% | -15.5% | +14.4% | +2.5% |
| 6M | +74.6% | -42.6% | +117.2% | +94.5% |
| YTD | -6.0% | +23.2% | -29.2% | -27.0% |
| 1Y | -3.2% | +23.6% | -26.8% | -25.2% |
| 3Y | -13.5% | -17.2% | +3.7% | -24.6% |
| 5Y | -65.5% | -23.4% | -42.0% | -70.0% |
| All | -63.5% | -8.5% | -55.0% | -68.8% |
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