-2.4%
GFS vs ECL
+32.8%
-35.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | -2.6% | +3.6% | +2.7% |
| 30D | -8.6% | -2.2% | -6.4% | -7.6% |
| 3M | -46.5% | +10.1% | -56.7% | -50.8% |
| 6M | -4.8% | -5.7% | +0.9% | -2.5% |
| YTD | +29.7% | +7.0% | +22.7% | +21.1% |
| 1Y | +35.8% | +2.7% | +33.2% | +30.3% |
| 3Y | -18.3% | +57.7% | -76.1% | -43.4% |
| All | -2.4% | +32.8% | -35.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling