+33.5%
EQIX vs GFS
-2.1%
+35.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -1.6% | +3.2% | -4.8% | -2.1% |
| 30D | -0.4% | -9.6% | +9.2% | +1.1% |
| 3M | -0.9% | -38.5% | +37.6% | +5.9% |
| 6M | +8.1% | -1.3% | +9.4% | +5.8% |
| YTD | +35.7% | +31.8% | +3.9% | +25.7% |
| 1Y | +34.0% | +44.6% | -10.6% | +21.8% |
| 3Y | +41.4% | -20.6% | +62.0% | +38.2% |
| All | +33.5% | -2.1% | +35.6% | +24.9% |
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 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