+11.6%
W vs GFS
+42.7%
-31.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | +3.2% | -2.7% | -0.3% |
| 30D | -5.6% | -9.6% | +4.0% | -3.5% |
| 3M | +41.9% | -38.5% | +80.4% | +56.3% |
| 6M | +30.2% | -1.3% | +31.5% | +25.9% |
| YTD | -2.9% | +31.8% | -34.8% | -12.4% |
| 1Y | +11.6% | +44.6% | -33.0% | -4.8% |
| All | +11.6% | +42.7% | -31.1% | -4.8% |
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