-34.7%
GFS vs EAT
+361.6%
-396.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +7.0% |
| 7D | -7.8% | -2.6% | -5.2% | -7.3% |
| 30D | -19.7% | +11.5% | -31.1% | -22.7% |
| 3M | -23.1% | -9.1% | -14.0% | -21.9% |
| 6M | -46.4% | +40.4% | -86.8% | -53.0% |
| YTD | +11.0% | +43.9% | -32.9% | -4.3% |
| 1Y | +12.6% | +101.9% | -89.3% | -13.7% |
| 3Y | -24.9% | +489.9% | -514.8% | -63.7% |
| All | -34.7% | +361.6% | -396.3% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling