+85.6%
V vs GFS
-3.7%
+89.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | +2.0% | -8.6% | +10.6% | +2.8% |
| 3M | +17.4% | -46.5% | +63.9% | +25.6% |
| 6M | +17.5% | -4.8% | +22.3% | +14.0% |
| YTD | +7.6% | +29.7% | -22.1% | -1.5% |
| 1Y | +7.7% | +35.8% | -28.1% | -2.6% |
| 3Y | +54.7% | -18.3% | +73.0% | +47.9% |
| All | +85.6% | -3.7% | +89.3% | +68.9% |
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