-12.3%
GFS vs ECL
+46.3%
-58.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.7% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -16.0% | +8.8% | -24.9% | -20.5% |
| 3M | -24.7% | +7.8% | -32.5% | -28.6% |
| 6M | -45.1% | +21.3% | -66.4% | -52.8% |
| YTD | +16.5% | +17.8% | -1.3% | +2.0% |
| 1Y | +19.3% | +21.1% | -1.7% | +2.2% |
| 3Y | -20.0% | +80.1% | -100.0% | -49.3% |
| 5Y | -32.0% | +40.5% | -72.5% | -54.0% |
| All | -12.3% | +46.3% | -58.6% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling