+43.1%
GFS vs POET
+34.5%
+8.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.8% |
| 7D | +3.2% | +3.7% | -0.5% | +2.5% |
| 30D | -9.6% | -11.5% | +2.0% | -7.9% |
| 3M | -38.5% | -30.8% | -7.7% | -35.6% |
| 6M | -1.3% | +8.6% | -9.9% | -9.9% |
| YTD | +31.8% | +20.1% | +11.7% | +17.8% |
| All | +43.1% | +34.5% | +8.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling