-60.0%
W vs GFS
-2.1%
-57.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -1.0% |
| 7D | +5.9% | +4.5% | +1.4% | +3.2% |
| 30D | -3.0% | -8.2% | +5.2% | +1.4% |
| 3M | +40.3% | -38.9% | +79.2% | +82.6% |
| 6M | +32.2% | -2.9% | +35.1% | +21.8% |
| YTD | -0.3% | +31.8% | -32.1% | -28.4% |
| 1Y | +16.2% | +43.1% | -27.0% | -23.2% |
| 3Y | +40.7% | -20.6% | +61.4% | +35.3% |
| All | -60.0% | -2.1% | -57.9% | -62.5% |
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 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