-7.8%
GFS vs AUR
-56.4%
+48.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.4% |
| 7D | +17.2% | +7.9% | +9.3% | +15.7% |
| 30D | -8.7% | -18.5% | +9.8% | -5.8% |
| 3M | -19.7% | -36.7% | +17.0% | -13.8% |
| 6M | -40.7% | -39.8% | -0.9% | -35.9% |
| YTD | +22.5% | +13.3% | +9.3% | +18.7% |
| 1Y | +25.2% | +2.8% | +22.4% | +22.9% |
| 3Y | -17.7% | +139.7% | -157.3% | -37.4% |
| 5Y | -23.5% | -56.5% | +33.0% | -37.8% |
| All | -7.8% | -56.4% | +48.6% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling