-12.1%
GFS vs AU
+453.7%
-465.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.8% | +1.2% |
| 7D | -5.3% | +15.3% | -20.6% | -7.6% |
| 30D | -15.8% | -0.3% | -15.5% | -15.8% |
| 3M | -18.6% | -2.9% | -15.7% | -18.5% |
| 6M | -45.0% | -10.7% | -34.3% | -44.5% |
| YTD | +16.8% | +14.0% | +2.8% | +13.7% |
| 1Y | +17.8% | +32.5% | -14.7% | +12.4% |
| 3Y | -21.5% | +557.9% | -579.5% | -42.8% |
| 5Y | -29.3% | +441.0% | -470.4% | -51.3% |
| All | -12.1% | +453.7% | -465.8% | -37.4% |
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