-12.7%
GFS vs ES
+0.6%
-13.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.2% |
| 7D | -12.5% | +5.3% | -17.8% | -13.2% |
| 30D | -16.9% | +8.9% | -25.8% | -18.1% |
| 3M | -22.3% | -1.9% | -20.3% | -22.1% |
| 6M | -40.2% | +3.9% | -44.1% | -41.0% |
| YTD | +16.0% | +8.3% | +7.7% | +13.3% |
| 1Y | +17.7% | -0.1% | +17.8% | +16.6% |
| 3Y | -23.4% | +46.0% | -69.4% | -32.9% |
| 5Y | -35.4% | +3.1% | -38.5% | -38.7% |
| All | -12.7% | +0.6% | -13.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling