-16.4%
GFS vs ES
-0.3%
-16.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.6% |
| 7D | -7.8% | +1.9% | -9.7% | -8.2% |
| 30D | -19.7% | +7.1% | -26.7% | -20.6% |
| 3M | -23.1% | -1.9% | -21.2% | -23.0% |
| 6M | -46.4% | +4.4% | -50.7% | -47.1% |
| YTD | +11.0% | +7.3% | +3.7% | +8.5% |
| 1Y | +12.6% | +2.1% | +10.5% | +10.9% |
| 3Y | -24.9% | +41.8% | -66.8% | -33.9% |
| 5Y | -39.1% | +1.4% | -40.5% | -41.7% |
| All | -16.4% | -0.3% | -16.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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