+185.4%
TER vs GFS
-2.1%
+187.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.0% |
| 7D | +12.4% | +4.5% | +7.9% | +9.5% |
| 30D | +5.1% | -8.2% | +13.3% | +10.9% |
| 3M | +4.0% | -38.9% | +42.8% | +42.0% |
| 6M | +29.5% | -2.9% | +32.4% | +34.5% |
| YTD | +98.5% | +31.8% | +66.7% | +71.4% |
| 1Y | +234.1% | +43.1% | +191.0% | +174.8% |
| 3Y | +289.0% | -20.6% | +309.7% | +324.8% |
| All | +185.4% | -2.1% | +187.6% | +180.7% |
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 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