-10.3%
GFS vs AU
+409.1%
-419.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +7.4% | -7.2% | +14.6% | +8.6% |
| 30D | -15.3% | -2.9% | -12.4% | -14.9% |
| 3M | -21.1% | -8.7% | -12.4% | -20.2% |
| 6M | -44.5% | -14.1% | -30.3% | -43.6% |
| YTD | +19.2% | +4.8% | +14.4% | +17.6% |
| 1Y | +27.2% | +11.9% | +15.4% | +24.3% |
| 3Y | -20.1% | +513.8% | -533.9% | -41.2% |
| 5Y | -25.6% | +379.3% | -404.9% | -49.2% |
| All | -10.3% | +409.1% | -419.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling