-7.3%
GFS vs EAT
+366.5%
-373.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.7% |
| 7D | +6.2% | -8.9% | +15.2% | +9.1% |
| 30D | -11.4% | +3.4% | -14.8% | -12.8% |
| 3M | -15.5% | -9.3% | -6.1% | -14.1% |
| 6M | -42.6% | +43.8% | -86.4% | -50.2% |
| YTD | +23.2% | +39.9% | -16.7% | +6.9% |
| 1Y | +23.6% | +89.7% | -66.1% | -3.6% |
| 3Y | -17.2% | +491.3% | -508.5% | -60.3% |
| 5Y | -23.4% | +365.4% | -388.8% | -59.8% |
| All | -7.3% | +366.5% | -373.8% | -51.7% |
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