-34.7%
GFS vs EL
-66.1%
+31.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.4% |
| 7D | -7.8% | +0.8% | -8.6% | -8.2% |
| 30D | -19.7% | +16.5% | -36.2% | -24.3% |
| 3M | -23.1% | +29.2% | -52.3% | -31.1% |
| 6M | -46.4% | +27.9% | -74.3% | -52.3% |
| YTD | +11.0% | +6.2% | +4.8% | +3.6% |
| 1Y | +12.6% | +27.2% | -14.5% | -2.8% |
| 3Y | -24.9% | +3.2% | -28.2% | -36.0% |
| All | -34.7% | -66.1% | +31.5% | +9.2% |
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