+15.4%
AUR vs GFI
+29.3%
-13.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.4% |
| 30D | -6.4% | +13.2% | -19.6% | -10.2% |
| 3M | +7.7% | +28.5% | -20.8% | -2.0% |
| 6M | +44.5% | -6.2% | +50.7% | +44.4% |
| YTD | +67.4% | +8.7% | +58.7% | +59.8% |
| 1Y | +15.4% | +24.8% | -9.4% | +3.3% |
| All | +15.4% | +29.3% | -13.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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