-2.7%
GFS vs SPXU
-85.2%
+82.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | +0.7% |
| 7D | +2.6% | -1.5% | +4.1% | +1.8% |
| 30D | -16.4% | +3.7% | -20.1% | -14.4% |
| 3M | -41.6% | -9.6% | -32.0% | -43.7% |
| 6M | -3.7% | -32.4% | +28.7% | -18.7% |
| YTD | +29.3% | -28.7% | +58.0% | +13.3% |
| 1Y | +37.1% | -38.2% | +75.3% | +12.8% |
| 3Y | -22.1% | -80.4% | +58.3% | -58.8% |
| All | -2.7% | -85.2% | +82.6% | -36.5% |
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