-63.9%
XYZ vs GFS
-38.3%
-25.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -0.9% |
| 7D | +12.1% | -7.8% | +20.0% | +15.3% |
| 30D | +12.4% | -19.7% | +32.0% | +21.5% |
| 3M | +8.2% | -23.1% | +31.3% | +17.9% |
| 6M | +20.7% | -46.4% | +67.1% | +46.5% |
| YTD | +31.3% | +11.0% | +20.3% | +3.1% |
| 1Y | +20.5% | +12.6% | +7.9% | -6.8% |
| 3Y | +72.6% | -24.9% | +97.6% | +55.3% |
| All | -63.9% | -38.3% | -25.6% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling