-34.6%
TLT vs GFS
-2.1%
-32.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | +3.2% | -4.8% | -1.6% |
| 30D | -1.3% | -9.6% | +8.2% | -1.2% |
| 3M | -3.7% | -38.5% | +34.8% | -3.3% |
| 6M | -6.4% | -1.3% | -5.1% | -6.3% |
| YTD | -4.5% | +31.8% | -36.3% | -4.7% |
| 1Y | -5.9% | +44.6% | -50.4% | -6.2% |
| 3Y | -2.8% | -20.6% | +17.8% | -2.6% |
| All | -34.6% | -2.1% | -32.5% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling