-46.4%
GFS vs SPXU
-2.4%
-44.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +7.0% | +5.6% |
| 7D | -7.8% | +7.6% | -15.4% | -1.1% |
| 30D | -19.7% | +17.5% | -37.2% | -5.4% |
| 3M | -23.1% | +14.7% | -37.8% | -10.7% |
| 6M | -46.4% | -0.1% | -46.3% | -43.3% |
| All | -46.4% | -2.4% | -44.0% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling