+148.8%
TRV vs GFS
-2.1%
+150.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.2% | +4.5% | -4.3% | +0.1% |
| 30D | -2.3% | -8.2% | +5.9% | -2.1% |
| 3M | +22.7% | -38.9% | +61.5% | +24.2% |
| 6M | +21.9% | -2.9% | +24.8% | +20.4% |
| YTD | +27.5% | +31.8% | -4.3% | +23.6% |
| 1Y | +36.2% | +43.1% | -6.9% | +31.3% |
| 3Y | +140.6% | -20.6% | +161.2% | +136.5% |
| All | +148.8% | -2.1% | +150.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling