+17.8%
GFS vs ECL
+20.7%
-2.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.1% |
| 30D | -15.8% | +8.6% | -24.4% | -15.4% |
| 3M | -18.6% | +7.9% | -26.5% | -18.1% |
| 6M | -45.0% | +21.0% | -66.0% | -46.9% |
| YTD | +16.8% | +17.5% | -0.7% | +16.3% |
| 1Y | +17.8% | +19.7% | -1.9% | +18.0% |
| All | +17.8% | +20.7% | -2.9% | +18.0% |
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 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