-21.3%
GFS vs ED
+89.6%
-111.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.9% | -10.8% | -9.8% |
| 7D | -20.7% | +5.2% | -25.8% | -20.2% |
| 30D | -25.2% | +15.5% | -40.8% | -24.2% |
| 3M | -26.3% | +13.0% | -39.3% | -25.4% |
| 6M | -50.7% | +13.1% | -63.8% | -50.1% |
| YTD | +4.5% | +25.3% | -20.7% | +5.5% |
| 1Y | +2.5% | +30.5% | -28.1% | +3.2% |
| 3Y | -30.9% | +49.3% | -80.3% | -33.8% |
| 5Y | -42.6% | +84.6% | -127.2% | -51.9% |
| All | -21.3% | +89.6% | -111.0% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling