+160.3%
W vs GFS
-20.2%
+180.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +1.1% | -5.3% | +6.4% | +3.0% |
| 30D | +6.4% | -15.8% | +22.2% | +13.4% |
| 3M | +9.0% | -18.6% | +27.6% | +16.6% |
| 6M | +69.8% | -45.0% | +114.8% | +110.8% |
| YTD | +12.1% | +16.8% | -4.7% | -13.8% |
| 1Y | 0.0% | +17.8% | -17.8% | -24.2% |
| 3Y | +160.3% | -21.5% | +181.9% | +136.0% |
| All | +160.3% | -20.2% | +180.5% | +136.0% |
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