-20.0%
GFS vs AU
+532.9%
-552.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -2.0% | +3.7% |
| 7D | -3.1% | +20.8% | -23.9% | -6.2% |
| 30D | -16.0% | +5.5% | -21.6% | -16.8% |
| 3M | -24.7% | +3.9% | -28.6% | -25.4% |
| 6M | -45.1% | -5.4% | -39.7% | -45.3% |
| YTD | +16.5% | +20.7% | -4.2% | +13.1% |
| 1Y | +19.3% | +49.8% | -30.5% | +13.6% |
| 3Y | -20.0% | +565.6% | -585.6% | -39.4% |
| All | -20.0% | +532.9% | -552.9% | -39.4% |
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 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