-20.1%
GFS vs TRU
+58.0%
-78.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -15.3% | +21.3% | -36.6% | -19.8% |
| 3M | -21.1% | +0.2% | -21.3% | -21.9% |
| 6M | -44.5% | +22.4% | -66.9% | -49.6% |
| YTD | +19.2% | -4.8% | +24.1% | +17.6% |
| 1Y | +27.2% | -0.2% | +27.4% | +22.3% |
| 3Y | -20.1% | +57.9% | -78.1% | -45.7% |
| All | -20.1% | +58.0% | -78.1% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling