-2.7%
GFS vs EAT
+417.1%
-419.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.8% |
| 7D | +2.6% | -4.9% | +7.6% | +4.2% |
| 30D | -16.4% | -1.2% | -15.2% | -16.4% |
| 3M | -41.6% | +52.2% | -93.8% | -49.4% |
| 6M | -3.7% | +65.0% | -68.7% | -19.5% |
| YTD | +29.3% | +55.0% | -25.7% | +9.9% |
| 1Y | +37.1% | +42.1% | -4.9% | +18.7% |
| 3Y | -22.1% | +614.7% | -636.8% | -64.8% |
| All | -2.7% | +417.1% | -419.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling