-23.5%
GFS vs EAT
+355.7%
-379.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +17.2% | -7.1% | +24.3% | +19.6% |
| 30D | -8.7% | -2.3% | -6.4% | -8.6% |
| 3M | -19.7% | -19.6% | 0.0% | -15.2% |
| 6M | -40.7% | +46.0% | -86.7% | -48.7% |
| YTD | +22.5% | +37.7% | -15.2% | +6.9% |
| 1Y | +25.2% | +73.8% | -48.6% | +0.8% |
| 3Y | -17.7% | +482.1% | -499.7% | -60.0% |
| 5Y | -23.5% | +362.5% | -386.0% | -64.9% |
| All | -23.5% | +355.7% | -379.3% | -64.9% |
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