-21.3%
GFS vs ECL
+45.8%
-67.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -7.0% | -8.1% |
| 7D | -20.7% | +1.7% | -22.3% | -21.6% |
| 30D | -25.2% | +8.9% | -34.1% | -29.2% |
| 3M | -26.3% | +7.4% | -33.7% | -30.0% |
| 6M | -50.7% | +19.3% | -70.0% | -57.1% |
| YTD | +4.5% | +17.4% | -12.9% | -8.2% |
| 1Y | +2.5% | +19.4% | -16.9% | -11.4% |
| 3Y | -30.9% | +80.5% | -111.4% | -56.3% |
| 5Y | -42.6% | +40.2% | -82.9% | -61.0% |
| All | -21.3% | +45.8% | -67.2% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling