-17.4%
TOST vs GFS
+37.2%
-54.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | +0.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -2.4% | -8.6% | +6.2% | -2.9% |
| 3M | +34.6% | -46.5% | +81.2% | +32.3% |
| 6M | +15.2% | -4.8% | +20.0% | +6.1% |
| YTD | -4.4% | +29.7% | -34.0% | -20.4% |
| 1Y | -17.4% | +35.8% | -53.3% | -33.2% |
| All | -17.4% | +37.2% | -54.6% | -33.2% |
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