-35.1%
AUR vs GFI
+538.3%
-573.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | -6.4% | +13.2% | -19.6% | -8.6% |
| 3M | +7.7% | +28.5% | -20.8% | +2.2% |
| 6M | +44.5% | -6.2% | +50.7% | +44.5% |
| YTD | +67.4% | +8.7% | +58.7% | +63.5% |
| 1Y | +15.4% | +24.8% | -9.4% | +10.0% |
| 3Y | +94.8% | +298.0% | -203.2% | +53.8% |
| All | -35.1% | +538.3% | -573.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling