-7.3%
GFS vs ETSY
-63.0%
+55.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.9% |
| 7D | +6.2% | -8.2% | +14.4% | +8.7% |
| 30D | -11.4% | +14.8% | -26.2% | -15.0% |
| 3M | -15.5% | +11.2% | -26.6% | -18.8% |
| 6M | -42.6% | +47.6% | -90.2% | -49.5% |
| YTD | +23.2% | +59.4% | -36.2% | +4.2% |
| 1Y | +23.6% | +38.6% | -15.0% | +8.9% |
| 3Y | -17.2% | +39.7% | -56.9% | -32.2% |
| 5Y | -23.4% | -65.1% | +41.7% | -8.9% |
| All | -7.3% | -63.0% | +55.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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