-42.6%
GFS vs AU
-13.9%
-28.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.1% |
| 7D | +6.2% | +4.7% | +1.6% | +4.6% |
| 30D | -11.4% | -1.5% | -9.8% | -11.0% |
| 3M | -15.5% | -5.0% | -10.5% | -14.7% |
| 6M | -42.6% | -13.5% | -29.1% | -37.2% |
| All | -42.6% | -13.9% | -28.7% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling