+5.6%
XYZ vs GFS
+35.0%
-29.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +2.9% | +2.6% | +0.2% | +2.6% |
| 30D | +1.4% | -16.4% | +17.8% | +2.9% |
| 3M | +14.6% | -41.6% | +56.2% | +19.7% |
| 6M | +20.8% | -3.7% | +24.4% | +12.7% |
| YTD | +23.1% | +29.3% | -6.2% | +5.6% |
| 1Y | +5.6% | +37.1% | -31.5% | -12.2% |
| All | +5.6% | +35.0% | -29.4% | -12.2% |
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