+17.5%
GFS vs URA
-27.8%
+45.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.3% | +1.6% |
| 7D | -3.1% | +4.3% | -7.4% | -5.1% |
| 30D | -16.0% | -11.7% | -4.3% | -10.6% |
| 3M | -24.7% | -23.5% | -1.2% | -14.4% |
| 6M | -45.1% | -37.8% | -7.4% | -32.6% |
| YTD | +16.5% | -19.6% | +36.1% | +28.0% |
| All | +17.5% | -27.8% | +45.3% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling