-23.4%
GFS vs AUR
-53.5%
+30.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.3% |
| 7D | +6.2% | +12.7% | -6.5% | +4.1% |
| 30D | -11.4% | -18.7% | +7.4% | -8.4% |
| 3M | -15.5% | -33.8% | +18.3% | -9.9% |
| 6M | -42.6% | -36.6% | -6.0% | -38.5% |
| YTD | +23.2% | +19.8% | +3.4% | +18.2% |
| 1Y | +23.6% | +8.0% | +15.6% | +20.3% |
| 3Y | -17.2% | +153.4% | -170.7% | -37.8% |
| 5Y | -23.4% | -54.0% | +30.6% | -38.6% |
| All | -23.4% | -53.5% | +30.1% | -38.6% |
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