-24.9%
GFS vs EAT
+486.0%
-511.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.8% |
| 7D | -7.8% | -2.6% | -5.2% | -7.4% |
| 30D | -19.7% | +11.5% | -31.1% | -21.9% |
| 3M | -23.1% | -9.1% | -14.0% | -22.1% |
| 6M | -46.4% | +40.4% | -86.8% | -51.7% |
| YTD | +11.0% | +43.9% | -32.9% | -1.3% |
| 1Y | +12.6% | +101.9% | -89.3% | -8.7% |
| 3Y | -24.9% | +489.9% | -514.8% | -57.0% |
| All | -24.9% | +486.0% | -511.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling