-46.4%
GFS vs TRU
+18.3%
-64.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +5.2% |
| 7D | -7.8% | +5.7% | -13.5% | -5.2% |
| 30D | -19.7% | +29.2% | -48.9% | -9.4% |
| 3M | -23.1% | +2.7% | -25.8% | -23.4% |
| 6M | -46.4% | +15.2% | -61.6% | -40.7% |
| All | -46.4% | +18.3% | -64.6% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling