+191.2%
TER vs GFS
-19.0%
+210.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.5% |
| 7D | +14.4% | +7.4% | +7.0% | +9.3% |
| 30D | -30.6% | -15.3% | -15.3% | -21.4% |
| 3M | -39.2% | -21.1% | -18.1% | -27.8% |
| 6M | -31.3% | -44.5% | +13.2% | +4.3% |
| YTD | +29.1% | +19.2% | +9.9% | +19.3% |
| 1Y | +47.4% | +27.2% | +20.2% | +30.9% |
| 3Y | +191.2% | -20.1% | +211.4% | +232.7% |
| All | +191.2% | -19.0% | +210.3% | +232.7% |
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