+17.2%
GFS vs ES
-0.1%
+17.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.3% | +0.9% | -6.1% | -5.1% |
| 30D | -15.8% | +5.9% | -21.7% | -14.9% |
| 3M | -18.6% | -1.0% | -17.6% | -18.6% |
| 6M | -45.0% | +7.2% | -52.1% | -45.2% |
| YTD | +16.8% | +7.0% | +9.8% | +16.5% |
| All | +17.2% | -0.1% | +17.3% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling