-16.4%
GFS vs SPXU
-83.4%
+67.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +7.0% | +5.8% |
| 7D | -7.8% | +7.6% | -15.4% | -3.0% |
| 30D | -19.7% | +17.5% | -37.2% | -10.4% |
| 3M | -23.1% | +14.7% | -37.8% | -14.8% |
| 6M | -46.4% | -0.1% | -46.3% | -43.4% |
| YTD | +11.0% | -19.8% | +30.8% | +6.2% |
| 1Y | +12.6% | -23.7% | +36.4% | +5.6% |
| 3Y | -24.9% | -79.5% | +54.5% | -58.7% |
| 5Y | -39.1% | -81.9% | +42.8% | -53.9% |
| All | -16.4% | -83.4% | +67.0% | -40.4% |
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 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