+12.6%
GFS vs ED
+26.3%
-13.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +4.2% |
| 7D | -7.8% | +1.6% | -9.5% | -6.3% |
| 30D | -19.7% | +13.3% | -33.0% | -11.4% |
| 3M | -23.1% | +9.7% | -32.8% | -17.5% |
| 6M | -46.4% | +12.8% | -59.2% | -40.8% |
| YTD | +11.0% | +22.3% | -11.3% | +28.8% |
| 1Y | +12.6% | +26.3% | -13.6% | +34.9% |
| All | +12.6% | +26.3% | -13.7% | +34.9% |
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 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