-29.3%
GFS vs ES
+50.7%
-80.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -11.9% | -9.9% |
| 7D | -20.7% | +5.9% | -26.6% | -20.9% |
| 30D | -25.2% | +10.2% | -35.4% | -25.6% |
| 3M | -26.3% | +0.4% | -26.7% | -26.3% |
| 6M | -50.7% | +6.9% | -57.6% | -51.1% |
| YTD | +4.5% | +10.5% | -6.0% | +3.1% |
| 1Y | +2.5% | +3.2% | -0.7% | +1.7% |
| All | -29.3% | +50.7% | -80.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling