+165.6%
TER vs GFS
-3.7%
+169.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -8.3% | -8.6% | +0.3% | -3.4% |
| 3M | -12.2% | -46.5% | +34.3% | +29.7% |
| 6M | +17.1% | -4.8% | +21.9% | +23.2% |
| YTD | +84.7% | +29.7% | +55.0% | +61.0% |
| 1Y | +199.9% | +35.8% | +164.1% | +154.2% |
| 3Y | +232.8% | -18.3% | +251.1% | +258.0% |
| All | +165.6% | -3.7% | +169.3% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling