-2.7%
GFS vs TRU
-27.6%
+24.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.8% |
| 7D | +2.6% | -7.2% | +9.8% | +5.5% |
| 30D | -16.4% | -2.8% | -13.6% | -15.8% |
| 3M | -41.6% | +13.0% | -54.6% | -46.1% |
| 6M | -3.7% | +0.7% | -4.4% | -7.1% |
| YTD | +29.3% | -9.0% | +38.3% | +28.6% |
| 1Y | +37.1% | -16.3% | +53.4% | +41.1% |
| 3Y | -22.1% | -1.1% | -21.1% | -29.6% |
| All | -2.7% | -27.6% | +24.9% | +21.2% |
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 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