+7.4%
EQT vs GFS
+47.5%
-40.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.7% |
| 7D | -2.0% | +3.8% | -5.8% | -2.1% |
| 30D | 0.0% | -11.7% | +11.7% | +0.3% |
| 3M | +5.9% | -41.8% | +47.7% | +7.6% |
| 6M | -14.8% | +6.6% | -21.4% | -17.8% |
| YTD | +1.8% | +34.6% | -32.9% | -6.8% |
| 1Y | +7.4% | +46.2% | -38.8% | -0.9% |
| All | +7.4% | +47.5% | -40.2% | -0.9% |
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