-29.3%
GFS vs URA
+30.2%
-59.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.3% | -4.6% | -7.7% |
| 7D | -20.7% | -13.3% | -7.4% | -15.8% |
| 30D | -25.2% | -25.9% | +0.7% | -15.8% |
| 3M | -26.3% | -27.8% | +1.5% | -16.4% |
| 6M | -50.7% | -42.8% | -7.9% | -39.4% |
| YTD | +4.5% | -27.5% | +32.0% | +17.7% |
| 1Y | +2.5% | -35.1% | +37.6% | +19.0% |
| All | -29.3% | +30.2% | -59.6% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling