+25.0%
V vs GFS
+15.5%
+9.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.3% |
| 7D | -0.4% | +17.2% | -17.6% | +0.6% |
| 30D | +6.3% | -8.7% | +15.1% | +5.8% |
| 3M | +17.2% | -19.7% | +36.8% | +16.0% |
| 6M | +29.2% | -40.7% | +69.9% | +25.6% |
| YTD | +20.8% | +22.5% | -1.7% | +13.6% |
| 1Y | +25.0% | +25.2% | -0.2% | +17.4% |
| All | +25.0% | +15.5% | +9.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling