-33.9%
TLT vs GFS
-2.1%
-31.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | 0.0% | -8.2% | +8.2% | +0.1% |
| 3M | -2.9% | -38.9% | +36.0% | -2.4% |
| 6M | -6.3% | -2.9% | -3.4% | -6.2% |
| YTD | -3.3% | +31.8% | -35.1% | -3.6% |
| 1Y | -4.2% | +43.1% | -47.3% | -4.6% |
| 3Y | -1.7% | -20.6% | +19.0% | -1.4% |
| All | -33.9% | -2.1% | -31.8% | -33.1% |
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