-34.7%
GFS vs TRU
-26.8%
-7.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.9% |
| 7D | -7.8% | +5.7% | -13.5% | -9.9% |
| 30D | -19.7% | +29.2% | -48.9% | -27.9% |
| 3M | -23.1% | +2.7% | -25.8% | -25.2% |
| 6M | -46.4% | +15.2% | -61.6% | -51.7% |
| YTD | +11.0% | -4.9% | +15.9% | +7.1% |
| 1Y | +12.6% | +3.4% | +9.2% | +3.8% |
| 3Y | -24.9% | +63.2% | -88.1% | -48.8% |
| All | -34.7% | -26.8% | -7.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling