+27.2%
GFS vs AUR
+0.7%
+26.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.7% |
| 7D | +7.4% | -4.5% | +11.9% | +8.9% |
| 30D | -15.3% | -16.6% | +1.4% | -11.0% |
| 3M | -21.1% | -38.5% | +17.4% | -9.8% |
| 6M | -44.5% | -49.9% | +5.4% | -34.1% |
| YTD | +19.2% | +9.6% | +9.6% | +16.8% |
| 1Y | +27.2% | +1.2% | +26.0% | +27.1% |
| All | +27.2% | +0.7% | +26.5% | +27.1% |
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