-26.0%
EW vs GFS
-2.1%
-23.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -5.1% | +4.5% | -9.6% | -5.7% |
| 30D | -6.4% | -8.2% | +1.8% | -5.3% |
| 3M | -1.6% | -38.9% | +37.3% | +4.8% |
| 6M | +2.3% | -2.9% | +5.2% | -0.6% |
| YTD | +1.1% | +31.8% | -30.7% | -7.4% |
| 1Y | +8.0% | +43.1% | -35.1% | -3.1% |
| 3Y | +16.3% | -20.6% | +37.0% | +13.3% |
| All | -26.0% | -2.1% | -23.9% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling