-34.6%
TOST vs GFS
-17.5%
-17.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.5% |
| 7D | +9.4% | -7.8% | +17.3% | +11.9% |
| 30D | +13.5% | -19.7% | +33.1% | +20.8% |
| 3M | -0.1% | -23.1% | +23.0% | +6.5% |
| 6M | +22.5% | -46.4% | +68.8% | +41.4% |
| YTD | -2.4% | +11.0% | -13.4% | -24.1% |
| 1Y | -4.7% | +12.6% | -17.3% | -26.7% |
| 3Y | +103.2% | -24.9% | +128.2% | +78.4% |
| 5Y | -41.2% | -39.1% | -2.2% | -48.2% |
| All | -34.6% | -17.5% | -17.1% | -51.8% |
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