+17.7%
GFS vs TRU
+2.1%
+15.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.6% | -10.5% | -4.9% |
| 7D | -12.5% | +10.5% | -23.0% | -10.5% |
| 30D | -16.9% | +28.7% | -45.6% | -12.6% |
| 3M | -22.3% | +0.7% | -22.9% | -22.0% |
| 6M | -40.2% | +19.3% | -59.6% | -38.6% |
| YTD | +16.0% | -3.7% | +19.7% | +16.8% |
| 1Y | +17.7% | +3.4% | +14.3% | +16.2% |
| All | +17.7% | +2.1% | +15.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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