+1.3%
GFS vs POET
-8.6%
+10.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.5% | +1.7% |
| 7D | +3.8% | +0.4% | +3.5% | +3.8% |
| 30D | -11.7% | -10.4% | -1.3% | -10.8% |
| 3M | -41.8% | -29.3% | -12.4% | -40.1% |
| 6M | +6.6% | +6.9% | -0.2% | +1.8% |
| YTD | +34.6% | +25.6% | +9.1% | +26.5% |
| 1Y | +46.2% | +49.2% | -3.0% | +34.3% |
| 3Y | -20.3% | +128.4% | -148.8% | -30.9% |
| All | +1.3% | -8.6% | +10.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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