+25.9%
GFS vs SPXU
-26.6%
+52.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +2.6% |
| 7D | +6.2% | +1.5% | +4.7% | +9.2% |
| 30D | -11.4% | +6.4% | -17.7% | -5.0% |
| 3M | -15.5% | +4.2% | -19.7% | -10.0% |
| 6M | -42.6% | -7.8% | -34.9% | -42.1% |
| YTD | +23.2% | -27.5% | +50.7% | +7.9% |
| All | +25.9% | -26.6% | +52.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling