+35.8%
GFS vs AUR
+11.8%
+24.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | +8.7% | -7.7% | -1.9% |
| 30D | -8.6% | -5.2% | -3.4% | -7.1% |
| 3M | -46.5% | -7.3% | -39.2% | -45.4% |
| 6M | -4.8% | +41.2% | -46.0% | -14.2% |
| YTD | +29.7% | +65.1% | -35.5% | +9.5% |
| 1Y | +35.8% | +13.4% | +22.4% | +31.6% |
| All | +35.8% | +11.8% | +24.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling