-68.3%
XYZ vs GFS
-3.7%
-64.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.4% |
| 7D | -1.0% | +1.0% | -2.0% | -1.4% |
| 30D | -1.7% | -8.6% | +6.9% | +1.4% |
| 3M | +16.7% | -46.5% | +63.3% | +49.2% |
| 6M | +26.9% | -4.8% | +31.7% | +17.3% |
| YTD | +27.1% | +29.7% | -2.5% | -3.6% |
| 1Y | +9.3% | +35.8% | -26.6% | -20.3% |
| 3Y | +42.3% | -18.3% | +60.6% | +29.3% |
| All | -68.3% | -3.7% | -64.6% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling