-7.8%
GFS vs URA
+41.7%
-49.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.1% |
| 7D | +17.2% | +4.5% | +12.8% | +15.1% |
| 30D | -8.7% | -13.4% | +4.7% | -2.8% |
| 3M | -19.7% | -28.4% | +8.8% | -7.8% |
| 6M | -40.7% | -40.5% | -0.2% | -26.5% |
| YTD | +22.5% | -24.3% | +46.8% | +35.8% |
| 1Y | +25.2% | -28.8% | +54.1% | +41.6% |
| 3Y | -17.7% | +37.6% | -55.3% | -35.0% |
| 5Y | -23.5% | +30.7% | -54.2% | -46.7% |
| All | -7.8% | +41.7% | -49.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling