-27.5%
TER vs GFS
-42.9%
+15.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +3.0% |
| 7D | +5.9% | +6.2% | -0.3% | +0.8% |
| 30D | -30.8% | -11.4% | -19.4% | -22.3% |
| 3M | -29.9% | -15.5% | -14.5% | -17.6% |
| 6M | -27.5% | -42.6% | +15.2% | +25.8% |
| All | -27.5% | -42.9% | +15.4% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling