+142.7%
TOST vs GFS
-16.8%
+159.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.7% | +17.2% | -21.9% | -6.6% |
| 30D | +8.5% | -8.7% | +17.3% | +9.4% |
| 3M | -1.6% | -19.7% | +18.1% | +0.7% |
| 6M | +44.1% | -40.7% | +84.8% | +51.1% |
| YTD | -5.6% | +22.5% | -28.1% | -22.4% |
| 1Y | -12.6% | +25.2% | -37.8% | -28.8% |
| All | +142.7% | -16.8% | +159.5% | +114.3% |
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