-21.3%
GFS vs EL
-64.3%
+43.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.9% | -5.9% | -8.5% |
| 7D | -20.7% | -1.1% | -19.6% | -20.5% |
| 30D | -25.2% | +15.3% | -40.5% | -29.3% |
| 3M | -26.3% | +24.2% | -50.5% | -33.0% |
| 6M | -50.7% | +30.9% | -81.6% | -56.7% |
| YTD | +4.5% | +3.9% | +0.7% | -1.7% |
| 1Y | +2.5% | +19.9% | -17.4% | -9.6% |
| 3Y | -30.9% | +2.5% | -33.4% | -41.2% |
| 5Y | -42.6% | -66.7% | +24.1% | -1.4% |
| All | -21.3% | -64.3% | +43.0% | +30.8% |
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