-12.1%
GFS vs ED
+86.3%
-98.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.4% |
| 7D | -5.3% | +2.1% | -7.4% | -5.0% |
| 30D | -15.8% | +12.4% | -28.2% | -14.9% |
| 3M | -18.6% | +13.1% | -31.8% | -17.7% |
| 6M | -45.0% | +14.1% | -59.0% | -44.4% |
| YTD | +16.8% | +23.1% | -6.3% | +17.6% |
| 1Y | +17.8% | +25.4% | -7.6% | +18.6% |
| 3Y | -21.5% | +47.9% | -69.4% | -25.0% |
| 5Y | -29.3% | +81.9% | -111.2% | -41.2% |
| All | -12.1% | +86.3% | -98.4% | -28.9% |
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