+76.1%
TER vs GFS
-30.9%
+107.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -8.9% | -5.3% | -3.6% | -5.1% |
| 30D | -39.1% | -15.8% | -23.3% | -31.7% |
| 3M | -32.8% | -18.6% | -14.1% | -22.7% |
| 6M | -31.7% | -45.0% | +13.2% | +0.7% |
| YTD | +26.9% | +16.8% | +10.1% | +18.8% |
| 1Y | +33.6% | +17.8% | +15.8% | +24.4% |
| 3Y | +181.5% | -21.5% | +203.0% | +216.7% |
| 5Y | +76.1% | -29.3% | +105.5% | +93.6% |
| All | +76.1% | -30.9% | +107.0% | +93.6% |
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