+23.6%
GFS vs ED
+24.8%
-1.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.4% |
| 7D | +6.2% | -0.9% | +7.1% | +5.6% |
| 30D | -11.4% | +11.2% | -22.5% | -3.4% |
| 3M | -15.5% | +11.8% | -27.3% | -7.7% |
| 6M | -42.6% | +14.1% | -56.7% | -36.2% |
| YTD | +23.2% | +23.0% | +0.2% | +43.5% |
| 1Y | +23.6% | +23.7% | -0.1% | +46.6% |
| All | +23.6% | +24.8% | -1.3% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling