-4.8%
GFS vs SPXU
-30.7%
+25.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +2.6% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | +0.8% | -9.4% | -7.5% |
| 3M | -46.5% | -4.7% | -41.8% | -46.9% |
| 6M | -4.8% | -29.6% | +24.8% | -22.4% |
| All | -4.8% | -30.7% | +25.9% | -22.4% |
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