+43.1%
GFS vs TRU
-16.5%
+59.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +4.5% | -6.5% | +11.0% | +3.6% |
| 30D | -8.2% | -2.5% | -5.7% | -8.4% |
| 3M | -38.9% | +10.4% | -49.2% | -38.4% |
| 6M | -2.9% | +1.6% | -4.5% | -2.0% |
| YTD | +31.8% | -9.7% | +41.5% | +33.1% |
| 1Y | +43.1% | -17.3% | +60.4% | +42.7% |
| All | +43.1% | -16.5% | +59.6% | +42.7% |
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