-34.7%
GFS vs ED
+80.7%
-115.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +5.9% |
| 7D | -7.8% | +1.6% | -9.5% | -7.6% |
| 30D | -19.7% | +13.3% | -33.0% | -18.6% |
| 3M | -23.1% | +9.7% | -32.8% | -22.4% |
| 6M | -46.4% | +12.8% | -59.2% | -45.8% |
| YTD | +11.0% | +22.3% | -11.3% | +12.0% |
| 1Y | +12.6% | +26.3% | -13.6% | +13.6% |
| 3Y | -24.9% | +45.0% | -70.0% | -27.7% |
| All | -34.7% | +80.7% | -115.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling