+1.3%
GFS vs EQX
+58.0%
-56.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.3% |
| 30D | -11.7% | +7.8% | -19.5% | -12.7% |
| 3M | -41.8% | +21.3% | -63.1% | -43.4% |
| 6M | +6.6% | -22.4% | +29.1% | +8.6% |
| YTD | +34.6% | -11.3% | +46.0% | +34.7% |
| 1Y | +46.2% | +13.5% | +32.6% | +41.8% |
| 3Y | -20.3% | +162.1% | -182.5% | -32.1% |
| All | +1.3% | +58.0% | -56.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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