-2.7%
GFS vs EQX
+61.1%
-63.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +2.6% | +3.8% | -1.1% | +2.1% |
| 30D | -16.4% | +9.4% | -25.8% | -17.5% |
| 3M | -41.6% | +16.8% | -58.4% | -43.0% |
| 6M | -3.7% | -23.7% | +20.0% | -1.7% |
| YTD | +29.3% | -9.6% | +38.9% | +29.1% |
| 1Y | +37.1% | +29.1% | +8.0% | +31.2% |
| 3Y | -22.1% | +175.3% | -197.5% | -34.1% |
| All | -2.7% | +61.1% | -63.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling