+185.7%
EQT vs GFS
-2.1%
+187.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +3.2% | -4.4% | -1.6% |
| 30D | +1.1% | -9.6% | +10.6% | +2.5% |
| 3M | +4.8% | -38.5% | +43.3% | +11.8% |
| 6M | -10.6% | -1.3% | -9.3% | -13.5% |
| YTD | +3.4% | +31.8% | -28.4% | -6.2% |
| 1Y | +8.7% | +44.6% | -35.9% | -3.6% |
| 3Y | +35.0% | -20.6% | +55.6% | +30.7% |
| All | +185.7% | -2.1% | +187.8% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling