+94.8%
AUR vs GFI
+296.4%
-201.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | -6.4% | +13.2% | -19.6% | -9.4% |
| 3M | +7.7% | +28.5% | -20.8% | +0.1% |
| 6M | +44.5% | -6.2% | +50.7% | +44.5% |
| YTD | +67.4% | +8.7% | +58.7% | +61.5% |
| 1Y | +15.4% | +24.8% | -9.4% | +7.3% |
| 3Y | +94.8% | +298.0% | -203.2% | +23.0% |
| All | +94.8% | +296.4% | -201.6% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling