+19.3%
TPR vs GFS
+15.5%
+3.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.5% | +4.2% |
| 7D | +12.6% | -12.5% | +25.2% | +14.2% |
| 30D | +7.1% | -16.9% | +24.1% | +9.1% |
| 3M | -19.4% | -22.3% | +2.9% | -17.4% |
| 6M | -9.7% | -40.2% | +30.5% | -5.8% |
| YTD | -1.0% | +16.0% | -17.0% | -13.8% |
| 1Y | +19.3% | +17.7% | +1.6% | -0.2% |
| All | +19.3% | +15.5% | +3.8% | -0.2% |
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