+7.8%
EQT vs GFS
+37.2%
-29.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | +1.1% | +1.0% | +0.1% | +1.1% |
| 30D | +7.7% | -8.6% | +16.3% | +7.8% |
| 3M | +0.2% | -46.5% | +46.7% | +2.2% |
| 6M | -9.5% | -4.8% | -4.7% | -11.9% |
| YTD | +3.8% | +29.7% | -25.8% | -4.9% |
| 1Y | +7.8% | +35.8% | -28.1% | -0.8% |
| All | +7.8% | +37.2% | -29.4% | -0.8% |
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