-23.5%
GFS vs EL
-65.5%
+42.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +17.2% | +2.7% | +14.6% | +16.2% |
| 30D | -8.7% | +10.8% | -19.5% | -12.4% |
| 3M | -19.7% | +26.5% | -46.1% | -27.4% |
| 6M | -40.7% | +31.1% | -71.8% | -47.7% |
| YTD | +22.5% | +6.6% | +15.9% | +14.2% |
| 1Y | +25.2% | +21.8% | +3.4% | +10.1% |
| 3Y | -17.7% | +1.8% | -19.4% | -29.3% |
| 5Y | -23.5% | -65.6% | +42.0% | +27.6% |
| All | -23.5% | -65.5% | +42.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling