-10.3%
GFS vs ET
+202.0%
-212.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +7.4% | +2.5% | +4.8% | +6.2% |
| 30D | -15.3% | -2.5% | -12.8% | -14.3% |
| 3M | -21.1% | -4.9% | -16.2% | -19.5% |
| 6M | -44.5% | -0.1% | -44.4% | -44.9% |
| YTD | +19.2% | +26.2% | -7.0% | +4.7% |
| 1Y | +27.2% | +25.2% | +2.1% | +12.1% |
| 3Y | -20.1% | +84.2% | -104.3% | -42.1% |
| 5Y | -25.6% | +216.1% | -241.7% | -55.5% |
| All | -10.3% | +202.0% | -212.2% | -44.7% |
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