+37.1%
GFS vs SPXU
-38.3%
+75.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | +1.0% |
| 7D | +2.6% | -1.5% | +4.1% | +1.5% |
| 30D | -16.4% | +3.7% | -20.1% | -13.8% |
| 3M | -41.6% | -9.6% | -32.0% | -44.3% |
| 6M | -3.7% | -32.4% | +28.7% | -21.0% |
| YTD | +29.3% | -28.7% | +58.0% | +9.7% |
| 1Y | +37.1% | -38.2% | +75.3% | +6.9% |
| All | +37.1% | -38.3% | +75.4% | +6.9% |
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