-2.4%
GFS vs ETSY
-68.0%
+65.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.3% | +3.3% |
| 7D | +1.0% | -8.5% | +9.5% | +3.3% |
| 30D | -8.6% | -10.9% | +2.3% | -6.0% |
| 3M | -46.5% | +14.1% | -60.7% | -49.1% |
| 6M | -4.8% | +37.5% | -42.3% | -14.6% |
| YTD | +29.7% | +38.0% | -8.4% | +14.8% |
| 1Y | +35.8% | +46.5% | -10.7% | +15.9% |
| 3Y | -18.3% | +2.5% | -20.8% | -26.2% |
| All | -2.4% | -68.0% | +65.5% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling