+256.1%
TPR vs GFS
-38.3%
+294.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -2.6% |
| 7D | +14.2% | -7.8% | +22.0% | +16.0% |
| 30D | +17.1% | -19.7% | +36.7% | +22.9% |
| 3M | -17.7% | -23.1% | +5.4% | -13.3% |
| 6M | -10.2% | -46.4% | +36.2% | +2.2% |
| YTD | +4.9% | +11.0% | -6.1% | -7.0% |
| 1Y | +36.1% | +12.6% | +23.5% | +19.8% |
| 3Y | +416.5% | -24.9% | +441.4% | +391.2% |
| All | +256.1% | -38.3% | +294.4% | +241.6% |
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