+46.2%
GFS vs AUR
+17.8%
+28.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | +3.8% | +1.4% | +2.4% | +3.3% |
| 30D | -11.7% | -6.4% | -5.3% | -10.0% |
| 3M | -41.8% | +7.7% | -49.5% | -43.0% |
| 6M | +6.6% | +44.5% | -37.9% | -4.5% |
| YTD | +34.6% | +67.4% | -32.8% | +13.1% |
| 1Y | +46.2% | +15.4% | +30.7% | +41.8% |
| All | +46.2% | +17.8% | +28.4% | +41.8% |
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