+199.8%
TER vs GFS
+37.2%
+162.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.4% |
| 7D | +0.6% | +1.0% | -0.4% | -0.1% |
| 30D | -8.3% | -8.6% | +0.3% | -2.6% |
| 3M | -12.2% | -46.5% | +34.3% | +36.4% |
| 6M | +17.0% | -4.8% | +21.9% | +30.4% |
| YTD | +84.6% | +29.7% | +54.9% | +67.8% |
| 1Y | +199.8% | +35.8% | +164.0% | +171.3% |
| All | +199.8% | +37.2% | +162.6% | +171.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling