-2.4%
GFS vs URA
+101.7%
-104.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -8.6% | +7.4% | -16.0% | -11.3% |
| 3M | -46.5% | -8.4% | -38.2% | -44.5% |
| 6M | -4.8% | -12.7% | +7.9% | -0.2% |
| YTD | +29.7% | +7.8% | +21.9% | +24.0% |
| 1Y | +35.8% | +19.5% | +16.4% | +22.2% |
| 3Y | -18.3% | +116.4% | -134.8% | -47.3% |
| All | -2.4% | +101.7% | -104.2% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling