+32.2%
V vs GFS
-42.9%
+75.0%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +1.3% |
| 7D | -2.3% | +6.2% | -8.6% | -1.6% |
| 30D | +9.5% | -11.4% | +20.9% | +7.9% |
| 3M | +17.5% | -15.5% | +33.0% | +15.2% |
| 6M | +32.2% | -42.6% | +74.8% | +23.5% |
| All | +32.2% | -42.9% | +75.0% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling