+298.0%
GFI vs UUUU
+74.5%
+223.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +2.1% |
| 7D | -2.7% | -10.5% | +7.8% | -0.2% |
| 30D | +13.2% | -10.5% | +23.7% | +16.0% |
| 3M | +28.5% | -14.1% | +42.6% | +32.2% |
| 6M | -6.2% | -35.5% | +29.3% | +1.7% |
| YTD | +8.7% | -10.9% | +19.7% | +11.4% |
| 1Y | +24.8% | +3.4% | +21.5% | +22.0% |
| 3Y | +298.0% | +73.1% | +224.9% | +236.0% |
| All | +298.0% | +74.5% | +223.5% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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