+35.3%
EQIX vs GFS
0.0%
+35.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | +0.2% | +3.8% | -3.7% | -0.4% |
| 30D | -2.5% | -11.7% | +9.2% | -0.6% |
| 3M | 0.0% | -41.8% | +41.7% | +7.9% |
| 6M | +7.6% | +6.6% | +1.0% | +4.1% |
| YTD | +37.5% | +34.6% | +2.9% | +27.0% |
| 1Y | +32.9% | +46.2% | -13.2% | +20.6% |
| 3Y | +42.8% | -20.3% | +63.1% | +39.5% |
| All | +35.3% | 0.0% | +35.3% | +26.2% |
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 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