+32.9%
EQIX vs GFS
+47.5%
-14.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.2% | +3.8% | -3.7% | -0.3% |
| 30D | -2.5% | -11.7% | +9.2% | -1.2% |
| 3M | 0.0% | -41.8% | +41.7% | +5.3% |
| 6M | +7.6% | +6.6% | +1.0% | +3.9% |
| YTD | +37.5% | +34.6% | +2.9% | +26.3% |
| 1Y | +32.9% | +46.2% | -13.2% | +19.9% |
| All | +32.9% | +47.5% | -14.6% | +19.9% |
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