-66.1%
XYZ vs GFS
-13.5%
-52.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +1.6% |
| 7D | +14.9% | -3.1% | +18.0% | +15.6% |
| 30D | +14.7% | -16.0% | +30.7% | +21.6% |
| 3M | +12.1% | -24.7% | +36.8% | +23.4% |
| 6M | +18.3% | -45.1% | +63.4% | +41.9% |
| YTD | +36.1% | +16.5% | +19.6% | +5.7% |
| 1Y | +35.3% | +19.3% | +16.0% | +3.0% |
| 3Y | +73.5% | -20.0% | +93.4% | +52.6% |
| 5Y | -61.6% | -32.0% | -29.6% | -65.5% |
| All | -66.1% | -13.5% | -52.6% | -70.5% |
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