+23.6%
GFS vs ET
+25.1%
-1.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | +1.8% | +4.5% | +6.3% |
| 30D | -11.4% | -3.0% | -8.4% | -12.0% |
| 3M | -15.5% | -4.7% | -10.8% | -16.4% |
| 6M | -42.6% | +2.7% | -45.3% | -41.9% |
| YTD | +23.2% | +26.5% | -3.3% | +26.4% |
| 1Y | +23.6% | +25.0% | -1.4% | +27.0% |
| All | +23.6% | +25.1% | -1.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling