-34.7%
GFS vs URA
+33.4%
-68.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +4.3% |
| 7D | -7.8% | -4.1% | -3.7% | -6.0% |
| 30D | -19.7% | -19.0% | -0.7% | -12.0% |
| 3M | -23.1% | -25.1% | +2.0% | -13.2% |
| 6M | -46.4% | -44.5% | -1.9% | -31.6% |
| YTD | +11.0% | -24.3% | +35.3% | +23.2% |
| 1Y | +12.6% | -28.1% | +40.8% | +26.9% |
| 3Y | -24.9% | +40.7% | -65.6% | -41.7% |
| All | -34.7% | +33.4% | -68.1% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling