-55.3%
W vs GFS
-11.4%
-43.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.9% |
| 7D | +0.2% | +7.4% | -7.2% | -3.9% |
| 30D | +6.8% | -15.3% | +22.1% | +15.6% |
| 3M | +10.7% | -21.1% | +31.8% | +22.8% |
| 6M | +86.3% | -44.5% | +130.8% | +143.3% |
| YTD | +11.5% | +19.2% | -7.8% | -17.8% |
| 1Y | +5.1% | +27.2% | -22.1% | -26.6% |
| 3Y | +171.0% | -20.1% | +191.1% | +147.0% |
| 5Y | -56.6% | -25.6% | -31.0% | -57.6% |
| All | -55.3% | -11.4% | -43.9% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling