-2.4%
GFS vs TRU
-25.5%
+23.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.5% | +3.8% |
| 7D | +1.0% | -6.8% | +7.8% | +3.6% |
| 30D | -8.6% | 0.0% | -8.6% | -9.0% |
| 3M | -46.5% | +13.3% | -59.8% | -50.7% |
| 6M | -4.8% | +3.4% | -8.3% | -9.2% |
| YTD | +29.7% | -6.4% | +36.0% | +27.6% |
| 1Y | +35.8% | -9.7% | +45.5% | +34.7% |
| 3Y | -18.3% | +0.1% | -18.5% | -26.2% |
| All | -2.4% | -25.5% | +23.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling