+242.4%
TPR vs GFS
-3.9%
+246.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | -3.4% | +2.6% | -6.0% | -4.0% |
| 30D | -27.3% | -16.4% | -10.9% | -24.1% |
| 3M | -16.2% | -41.6% | +25.4% | -4.6% |
| 6M | -17.9% | -3.7% | -14.2% | -21.2% |
| YTD | -7.1% | +29.3% | -36.4% | -19.7% |
| 1Y | +13.6% | +37.1% | -23.5% | -4.1% |
| 3Y | +293.7% | -22.1% | +315.9% | +277.9% |
| All | +242.4% | -3.9% | +246.3% | +224.7% |
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