-5.6%
TLT vs GFS
+15.5%
-21.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +0.9% |
| 7D | +1.0% | -12.5% | +13.5% | +1.1% |
| 30D | +6.0% | -16.9% | +23.0% | +6.3% |
| 3M | -0.9% | -22.3% | +21.4% | -0.6% |
| 6M | -2.3% | -40.2% | +38.0% | -1.6% |
| YTD | -3.3% | +16.0% | -19.3% | -2.9% |
| 1Y | -5.6% | +17.7% | -23.3% | -4.9% |
| All | -5.6% | +15.5% | -21.1% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling