+35.8%
GFS vs SUI
-2.0%
+37.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.4% |
| 7D | +1.0% | -2.8% | +3.8% | +0.2% |
| 30D | -8.6% | -1.2% | -7.4% | -8.9% |
| 3M | -46.5% | -1.7% | -44.8% | -46.6% |
| 6M | -4.8% | -10.5% | +5.6% | -4.3% |
| YTD | +29.7% | -1.8% | +31.5% | +29.7% |
| 1Y | +35.8% | -4.1% | +39.9% | +36.2% |
| All | +35.8% | -2.0% | +37.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling