-16.4%
GFS vs ECL
+43.4%
-59.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.2% |
| 7D | -7.8% | -0.8% | -7.1% | -7.5% |
| 30D | -19.7% | +8.1% | -27.8% | -23.7% |
| 3M | -23.1% | +6.4% | -29.5% | -26.6% |
| 6M | -46.4% | +14.8% | -61.1% | -52.1% |
| YTD | +11.0% | +15.5% | -4.4% | -1.6% |
| 1Y | +12.6% | +20.1% | -7.5% | -3.3% |
| 3Y | -24.9% | +77.8% | -102.7% | -52.2% |
| 5Y | -39.1% | +37.9% | -76.9% | -58.2% |
| All | -16.4% | +43.4% | -59.8% | -42.1% |
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