+25.2%
GFS vs TRU
-1.2%
+26.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.8% |
| 7D | +17.2% | -2.2% | +19.4% | +16.6% |
| 30D | -8.7% | +20.2% | -28.9% | -5.2% |
| 3M | -19.7% | +2.2% | -21.9% | -19.2% |
| 6M | -40.7% | +17.6% | -58.3% | -39.2% |
| YTD | +22.5% | -5.0% | +27.5% | +23.0% |
| 1Y | +25.2% | -1.0% | +26.2% | +25.0% |
| All | +25.2% | -1.2% | +26.5% | +25.0% |
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