+82.5%
V vs GFS
-3.9%
+86.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -1.1% | +2.6% | -3.7% | -1.4% |
| 30D | +1.9% | -16.4% | +18.3% | +3.9% |
| 3M | +15.5% | -41.6% | +57.1% | +22.2% |
| 6M | +16.6% | -3.7% | +20.3% | +12.9% |
| YTD | +5.7% | +29.3% | -23.6% | -3.1% |
| 1Y | +8.6% | +37.1% | -28.6% | -2.0% |
| 3Y | +52.5% | -22.1% | +74.6% | +47.1% |
| All | +82.5% | -3.9% | +86.4% | +66.0% |
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