-32.0%
GFS vs ET
+203.7%
-235.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | -3.1% | -4.4% | +1.3% | -1.0% |
| 30D | -16.0% | -4.8% | -11.3% | -14.2% |
| 3M | -24.7% | -3.4% | -21.3% | -23.7% |
| 6M | -45.1% | +2.2% | -47.3% | -46.2% |
| YTD | +16.5% | +24.2% | -7.7% | +2.9% |
| 1Y | +19.3% | +24.5% | -5.2% | +5.2% |
| 3Y | -20.0% | +83.6% | -103.6% | -42.3% |
| 5Y | -32.0% | +203.4% | -235.4% | -59.8% |
| All | -32.0% | +203.7% | -235.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling