+17.7%
GFS vs ECL
+23.8%
-6.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.4% | -9.3% | -5.7% |
| 7D | -12.5% | +7.7% | -20.2% | -12.2% |
| 30D | -16.9% | +13.7% | -30.6% | -16.6% |
| 3M | -22.3% | +11.6% | -33.8% | -21.9% |
| 6M | -40.2% | +23.9% | -64.1% | -42.4% |
| YTD | +16.0% | +21.0% | -5.0% | +14.4% |
| 1Y | +17.7% | +23.1% | -5.5% | +15.6% |
| All | +17.7% | +23.8% | -6.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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