-0.8%
GFS vs AU
+512.9%
-513.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | +3.2% | -7.0% | +10.2% | +4.3% |
| 30D | -9.6% | +7.3% | -16.8% | -10.8% |
| 3M | -38.5% | +33.2% | -71.7% | -41.5% |
| 6M | -1.3% | -0.6% | -0.7% | -2.4% |
| YTD | +31.8% | +26.2% | +5.6% | +26.4% |
| 1Y | +44.6% | +68.3% | -23.7% | +33.3% |
| 3Y | -20.6% | +592.1% | -612.7% | -42.9% |
| All | -0.8% | +512.9% | -513.7% | -30.5% |
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