-2.4%
GFS vs EL
-65.6%
+63.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +0.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -8.6% | +19.8% | -28.4% | -15.2% |
| 3M | -46.5% | +25.7% | -72.3% | -51.6% |
| 6M | -4.8% | +5.4% | -10.3% | -8.8% |
| YTD | +29.7% | +0.2% | +29.4% | +24.4% |
| 1Y | +35.8% | +20.4% | +15.4% | +20.0% |
| 3Y | -18.3% | -32.1% | +13.8% | -13.6% |
| All | -2.4% | -65.6% | +63.1% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling