-50.7%
GFS vs ES
+5.8%
-56.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -11.9% | -8.6% |
| 7D | -20.7% | +5.9% | -26.6% | -17.8% |
| 30D | -25.2% | +10.2% | -35.4% | -20.9% |
| 3M | -26.3% | +0.4% | -26.7% | -26.3% |
| 6M | -50.7% | +6.9% | -57.6% | -50.2% |
| All | -50.7% | +5.8% | -56.5% | -50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling