-21.9%
GFS vs AU
+632.8%
-654.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.9% |
| 7D | +1.0% | -3.6% | +4.6% | +1.6% |
| 30D | -8.6% | +23.9% | -32.5% | -11.7% |
| 3M | -46.5% | +19.1% | -65.6% | -48.3% |
| 6M | -4.8% | -0.2% | -4.7% | -6.2% |
| YTD | +29.7% | +32.5% | -2.8% | +24.2% |
| 1Y | +35.8% | +96.9% | -61.1% | +25.4% |
| All | -21.9% | +632.8% | -654.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling