-55.5%
W vs GFS
-9.0%
-46.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -1.7% | +17.2% | -18.9% | -10.4% |
| 30D | +3.2% | -8.7% | +12.0% | +6.9% |
| 3M | +8.3% | -19.7% | +28.0% | +19.0% |
| 6M | +84.3% | -40.7% | +125.0% | +131.1% |
| YTD | +11.0% | +22.5% | -11.5% | -19.3% |
| 1Y | -0.2% | +25.2% | -25.4% | -29.2% |
| 3Y | +157.9% | -17.7% | +175.6% | +131.0% |
| 5Y | -56.8% | -23.5% | -33.3% | -58.4% |
| All | -55.5% | -9.0% | -46.5% | -57.7% |
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