-2.4%
GFS vs SPXU
-85.5%
+83.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +2.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | +0.8% | -9.4% | -7.8% |
| 3M | -46.5% | -4.7% | -41.8% | -46.5% |
| 6M | -4.8% | -29.6% | +24.8% | -17.9% |
| YTD | +29.7% | -29.9% | +59.5% | +12.5% |
| 1Y | +35.8% | -39.1% | +74.9% | +10.8% |
| 3Y | -18.3% | -80.0% | +61.7% | -56.3% |
| All | -2.4% | -85.5% | +83.1% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling