-12.3%
GFS vs ED
+84.9%
-97.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -16.0% | +11.6% | -27.6% | -15.2% |
| 3M | -24.7% | +10.5% | -35.2% | -24.0% |
| 6M | -45.1% | +13.2% | -58.3% | -44.6% |
| YTD | +16.5% | +22.1% | -5.7% | +17.2% |
| 1Y | +19.3% | +24.2% | -4.8% | +20.0% |
| 3Y | -20.0% | +46.9% | -66.9% | -23.6% |
| 5Y | -32.0% | +80.8% | -112.8% | -43.6% |
| All | -12.3% | +84.9% | -97.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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