+24.3%
W vs GFS
+15.5%
+8.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.9% | +16.9% | +12.1% |
| 7D | +8.4% | -12.5% | +20.9% | +11.0% |
| 30D | +16.5% | -16.9% | +33.4% | +20.4% |
| 3M | +6.4% | -22.3% | +28.7% | +11.3% |
| 6M | +90.5% | -40.2% | +130.8% | +106.5% |
| YTD | +23.1% | +16.0% | +7.1% | +12.2% |
| 1Y | +24.3% | +17.7% | +6.6% | +10.5% |
| All | +24.3% | +15.5% | +8.8% | +10.5% |
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 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