-29.3%
GFS vs ETSY
-66.3%
+37.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -5.3% | -3.7% | -1.6% | -4.5% |
| 30D | -15.8% | +12.8% | -28.6% | -18.9% |
| 3M | -18.6% | +7.6% | -26.2% | -21.1% |
| 6M | -45.0% | +34.4% | -79.3% | -50.3% |
| YTD | +16.8% | +56.0% | -39.2% | -0.7% |
| 1Y | +17.8% | +43.6% | -25.8% | +2.5% |
| 3Y | -21.5% | +36.8% | -58.3% | -35.4% |
| 5Y | -29.3% | -65.2% | +35.9% | -17.1% |
| All | -29.3% | -66.3% | +37.0% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling