+12.6%
GFS vs EAT
+98.1%
-85.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.6% |
| 7D | -7.8% | -2.6% | -5.2% | -7.5% |
| 30D | -19.7% | +11.5% | -31.1% | -21.1% |
| 3M | -23.1% | -9.1% | -14.0% | -22.1% |
| 6M | -46.4% | +40.4% | -86.8% | -51.2% |
| YTD | +11.0% | +43.9% | -32.9% | +1.3% |
| 1Y | +12.6% | +101.9% | -89.3% | +6.5% |
| All | +12.6% | +98.1% | -85.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling