-22.0%
GFS vs POET
+122.2%
-144.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.3% |
| 7D | +4.5% | +9.7% | -5.2% | +3.5% |
| 30D | -8.2% | -6.5% | -1.6% | -7.6% |
| 3M | -38.9% | -25.7% | -13.1% | -37.4% |
| 6M | -2.9% | +19.6% | -22.5% | -7.6% |
| YTD | +31.8% | +26.4% | +5.4% | +24.4% |
| 1Y | +43.1% | +50.1% | -7.0% | +32.8% |
| All | -22.0% | +122.2% | -144.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling