-12.3%
GFS vs EL
-62.5%
+50.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.9% |
| 7D | -3.1% | +8.0% | -11.1% | -5.8% |
| 30D | -16.0% | +15.4% | -31.4% | -20.5% |
| 3M | -24.7% | +28.5% | -53.2% | -32.4% |
| 6M | -45.1% | +32.2% | -77.4% | -51.8% |
| YTD | +16.5% | +9.2% | +7.3% | +7.6% |
| 1Y | +19.3% | +30.8% | -11.5% | +1.9% |
| 3Y | -20.0% | +3.7% | -23.6% | -31.6% |
| 5Y | -32.0% | -64.8% | +32.8% | +14.5% |
| All | -12.3% | -62.5% | +50.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling