-20.1%
GFS vs ED
+50.2%
-70.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.1% |
| 7D | +7.4% | +2.1% | +5.3% | +8.4% |
| 30D | -15.3% | +10.4% | -25.7% | -11.5% |
| 3M | -21.1% | +12.5% | -33.6% | -17.1% |
| 6M | -44.5% | +14.9% | -59.4% | -41.1% |
| YTD | +19.2% | +24.8% | -5.6% | +29.1% |
| 1Y | +27.2% | +23.8% | +3.4% | +37.8% |
| 3Y | -20.1% | +51.6% | -71.8% | -21.1% |
| All | -20.1% | +50.2% | -70.3% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling