-40.6%
TOST vs GFS
-38.3%
-2.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.3% |
| YTD | -2.4% | +11.0% | -13.4% | -24.2% |
| 1Y | -4.7% | +12.6% | -17.3% | -26.9% |
| 3Y | +103.2% | -24.9% | +128.2% | +78.1% |
| All | -40.6% | -38.3% | -2.3% | -50.2% |
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 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