-7.8%
GFS vs SUI
-28.7%
+20.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +17.2% | -3.8% | +21.0% | +18.7% |
| 30D | -8.7% | +3.9% | -12.7% | -10.6% |
| 3M | -19.7% | +0.2% | -19.9% | -20.4% |
| 6M | -40.7% | -4.2% | -36.5% | -40.7% |
| YTD | +22.5% | -2.5% | +25.1% | +21.0% |
| 1Y | +25.2% | -4.0% | +29.2% | +24.5% |
| 3Y | -17.7% | +16.5% | -34.2% | -28.5% |
| 5Y | -23.5% | -27.2% | +3.7% | -7.3% |
| All | -7.8% | -28.7% | +20.9% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling