-0.8%
GFS vs AUR
-34.9%
+34.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.5% | +11.1% | -6.6% | +2.6% |
| 30D | -8.2% | -6.9% | -1.3% | -7.2% |
| 3M | -38.9% | +5.5% | -44.4% | -39.4% |
| 6M | -2.9% | +41.0% | -43.9% | -8.7% |
| YTD | +31.8% | +69.3% | -37.5% | +19.9% |
| 1Y | +43.1% | +14.0% | +29.1% | +37.8% |
| 3Y | -20.6% | +90.1% | -110.7% | -37.7% |
| All | -0.8% | -34.9% | +34.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling