-7.3%
GFS vs SPXU
-85.0%
+77.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +3.2% |
| 7D | +6.2% | +1.5% | +4.7% | +8.7% |
| 30D | -11.4% | +6.4% | -17.7% | -6.3% |
| 3M | -15.5% | +4.2% | -19.7% | -11.1% |
| 6M | -42.6% | -7.8% | -34.9% | -42.1% |
| YTD | +23.2% | -27.5% | +50.7% | +11.5% |
| 1Y | +23.6% | -27.1% | +50.7% | +13.0% |
| 3Y | -17.2% | -80.8% | +63.6% | -56.2% |
| 5Y | -23.4% | -84.1% | +60.7% | -46.7% |
| All | -7.3% | -85.0% | +77.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling