-0.8%
GFS vs ET
+231.4%
-232.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | -8.2% | +5.3% | -13.5% | -10.4% |
| 3M | -38.9% | +15.6% | -54.5% | -43.3% |
| 6M | -2.9% | +20.6% | -23.5% | -12.0% |
| YTD | +31.8% | +38.5% | -6.8% | +11.1% |
| 1Y | +43.1% | +35.7% | +7.4% | +21.8% |
| 3Y | -20.6% | +98.4% | -119.0% | -44.3% |
| All | -0.8% | +231.4% | -232.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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