-0.8%
GFS vs EQX
+55.5%
-56.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.7% |
| 7D | +3.2% | -7.0% | +10.2% | +4.1% |
| 30D | -9.6% | +4.8% | -14.4% | -10.3% |
| 3M | -38.5% | +25.6% | -64.1% | -40.5% |
| 6M | -1.3% | -25.8% | +24.5% | +1.1% |
| YTD | +31.8% | -12.7% | +44.5% | +32.1% |
| 1Y | +44.6% | +14.1% | +30.5% | +40.3% |
| 3Y | -20.6% | +165.7% | -186.4% | -32.5% |
| All | -0.8% | +55.5% | -56.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling