-22.1%
GFS vs AUR
+90.4%
-112.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.7% |
| 7D | +2.6% | +19.2% | -16.6% | -0.5% |
| 30D | -16.4% | -7.8% | -8.6% | -15.3% |
| 3M | -41.6% | +4.0% | -45.6% | -42.0% |
| 6M | -3.7% | +45.0% | -48.7% | -9.6% |
| YTD | +29.3% | +69.5% | -40.2% | +18.1% |
| 1Y | +37.1% | +13.0% | +24.1% | +32.2% |
| 3Y | -22.1% | +90.4% | -112.5% | -45.0% |
| All | -22.1% | +90.4% | -112.5% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling