-20.1%
GFS vs SPXU
-80.6%
+60.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -1.9% |
| 7D | +7.4% | -7.6% | +14.9% | +2.6% |
| 30D | -15.3% | +5.3% | -20.6% | -10.5% |
| 3M | -21.1% | +9.6% | -30.7% | -14.0% |
| 6M | -44.5% | -4.5% | -40.0% | -42.8% |
| YTD | +19.2% | -25.9% | +45.1% | +8.7% |
| 1Y | +27.2% | -28.9% | +56.1% | +13.9% |
| 3Y | -20.1% | -80.5% | +60.3% | -67.1% |
| All | -20.1% | -80.6% | +60.4% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling