+63.8%
EW vs GFS
-16.3%
+80.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.3% |
| 7D | +6.5% | +6.2% | +0.3% | +5.8% |
| 30D | +22.5% | -11.4% | +33.8% | +23.5% |
| 3M | +13.0% | -15.5% | +28.4% | +14.3% |
| 6M | +37.1% | -42.6% | +79.7% | +42.8% |
| YTD | +24.1% | +23.2% | +0.9% | +15.0% |
| 1Y | +24.2% | +23.6% | +0.7% | +14.9% |
| All | +63.8% | -16.3% | +80.1% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling