+103.2%
TOST vs GFS
-27.1%
+130.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.2% |
| 7D | +9.4% | -7.8% | +17.3% | +10.4% |
| 30D | +13.5% | -19.7% | +33.1% | +16.4% |
| 3M | -0.1% | -23.1% | +23.0% | +2.6% |
| 6M | +22.5% | -46.4% | +68.8% | +30.2% |
| YTD | -2.4% | +11.0% | -13.4% | -19.2% |
| 1Y | -4.7% | +12.6% | -17.3% | -21.7% |
| 3Y | +103.2% | -24.9% | +128.2% | +76.4% |
| All | +103.2% | -27.1% | +130.3% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling