-2.7%
GFS vs ET
+228.8%
-231.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | -16.4% | +6.9% | -23.2% | -19.0% |
| 3M | -41.6% | +13.1% | -54.7% | -45.2% |
| 6M | -3.7% | +18.7% | -22.4% | -12.0% |
| YTD | +29.3% | +37.4% | -8.1% | +9.4% |
| 1Y | +37.1% | +34.8% | +2.3% | +17.0% |
| 3Y | -22.1% | +96.8% | -118.9% | -45.2% |
| All | -2.7% | +228.8% | -231.5% | -42.3% |
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