-10.3%
GFS vs ECL
+47.5%
-57.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.7% |
| 7D | +7.4% | +2.9% | +4.5% | +5.6% |
| 30D | -15.3% | +7.5% | -22.8% | -19.2% |
| 3M | -21.1% | +12.2% | -33.3% | -27.1% |
| 6M | -44.5% | +24.6% | -69.0% | -53.0% |
| YTD | +19.2% | +18.8% | +0.5% | +3.9% |
| 1Y | +27.2% | +19.3% | +7.9% | +10.2% |
| 3Y | -20.1% | +78.2% | -98.3% | -49.0% |
| 5Y | -25.6% | +38.8% | -64.4% | -50.1% |
| All | -10.3% | +47.5% | -57.7% | -38.9% |
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