+214.8%
TER vs GFS
+42.7%
+172.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +9.4% | +3.2% | +6.2% | +7.0% |
| 30D | -2.4% | -9.6% | +7.1% | +4.9% |
| 3M | +6.5% | -38.5% | +45.0% | +52.5% |
| 6M | +23.2% | -1.3% | +24.5% | +34.2% |
| YTD | +91.5% | +31.8% | +59.7% | +72.7% |
| 1Y | +214.8% | +44.6% | +170.3% | +177.2% |
| All | +214.8% | +42.7% | +172.1% | +177.2% |
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