+288.3%
TPR vs GFS
-8.5%
+296.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -3.1% |
| 7D | +6.4% | +6.2% | +0.2% | +4.3% |
| 30D | +13.8% | -11.4% | +25.1% | +16.4% |
| 3M | -16.6% | -15.5% | -1.2% | -14.1% |
| 6M | +0.7% | -42.6% | +43.3% | +12.5% |
| YTD | +5.3% | +23.2% | -17.9% | -8.9% |
| 1Y | +32.4% | +23.6% | +8.8% | +14.1% |
| 3Y | +406.4% | -17.2% | +423.6% | +371.2% |
| 5Y | +227.9% | -23.4% | +251.4% | +208.6% |
| All | +288.3% | -8.5% | +296.8% | +268.4% |
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 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