-7.3%
GFS vs ET
+202.7%
-210.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +6.2% | +1.8% | +4.5% | +5.5% |
| 30D | -11.4% | -3.0% | -8.4% | -10.2% |
| 3M | -15.5% | -4.7% | -10.8% | -13.8% |
| 6M | -42.6% | +2.7% | -45.3% | -43.9% |
| YTD | +23.2% | +26.5% | -3.3% | +8.1% |
| 1Y | +23.6% | +25.0% | -1.4% | +9.0% |
| 3Y | -17.2% | +85.4% | -102.6% | -40.2% |
| 5Y | -23.4% | +215.5% | -238.9% | -54.1% |
| All | -7.3% | +202.7% | -210.0% | -43.0% |
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