+310.3%
TPR vs GFS
-17.0%
+327.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -23.0% | -8.6% | -14.4% | -21.8% |
| 3M | -12.5% | -46.5% | +34.1% | 0.0% |
| 6M | -21.4% | -4.8% | -16.6% | -24.7% |
| YTD | -3.5% | +29.7% | -33.2% | -16.6% |
| 1Y | +17.4% | +35.8% | -18.5% | -0.5% |
| All | +310.3% | -17.0% | +327.3% | +267.4% |
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 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