-7.3%
GFS vs ED
+86.1%
-93.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +6.2% | -0.9% | +7.1% | +6.1% |
| 30D | -11.4% | +11.2% | -22.5% | -10.4% |
| 3M | -15.5% | +11.8% | -27.3% | -14.6% |
| 6M | -42.6% | +14.1% | -56.7% | -42.0% |
| YTD | +23.2% | +23.0% | +0.2% | +24.1% |
| 1Y | +23.6% | +23.7% | -0.1% | +24.5% |
| 3Y | -17.2% | +47.7% | -65.0% | -20.9% |
| 5Y | -23.4% | +82.6% | -106.1% | -36.7% |
| All | -7.3% | +86.1% | -93.4% | -25.0% |
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