+40.5%
W vs GFS
-20.2%
+60.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +6.5% | +2.6% | +3.8% | +5.2% |
| 30D | -6.2% | -16.4% | +10.2% | +1.8% |
| 3M | +48.9% | -41.6% | +90.5% | +88.9% |
| 6M | +31.2% | -3.7% | +34.9% | +21.7% |
| YTD | -0.4% | +29.3% | -29.7% | -25.8% |
| 1Y | +14.8% | +37.1% | -22.3% | -19.7% |
| 3Y | +40.5% | -22.1% | +62.6% | +37.1% |
| All | +40.5% | -20.2% | +60.7% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling