-25.5%
EW vs GFS
-2.1%
-23.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | +3.2% | -6.6% | -3.8% |
| 30D | -7.4% | -9.6% | +2.2% | -6.1% |
| 3M | +0.9% | -38.5% | +39.4% | +7.3% |
| 6M | +1.2% | -1.3% | +2.4% | -1.9% |
| YTD | +1.8% | +31.8% | -30.0% | -6.8% |
| 1Y | +10.8% | +44.6% | -33.7% | -0.7% |
| 3Y | +17.1% | -20.6% | +37.8% | +14.1% |
| All | -25.5% | -2.1% | -23.4% | -33.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling