-24.9%
GFS vs SUI
+15.1%
-40.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.4% |
| 7D | -7.8% | +6.2% | -14.0% | -8.6% |
| 30D | -19.7% | +8.6% | -28.2% | -20.9% |
| 3M | -23.1% | +1.0% | -24.1% | -23.3% |
| 6M | -46.4% | -2.6% | -43.8% | -46.3% |
| YTD | +11.0% | -0.1% | +11.2% | +10.0% |
| 1Y | +12.6% | +0.5% | +12.2% | +11.4% |
| 3Y | -24.9% | +15.3% | -40.2% | -34.4% |
| All | -24.9% | +15.1% | -40.1% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling