-21.3%
GFS vs URA
+35.7%
-57.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.3% | -4.6% | -7.6% |
| 7D | -20.7% | -13.3% | -7.4% | -15.5% |
| 30D | -25.2% | -25.9% | +0.7% | -15.1% |
| 3M | -26.3% | -27.8% | +1.5% | -15.6% |
| 6M | -50.7% | -42.8% | -7.9% | -38.0% |
| YTD | +4.5% | -27.5% | +32.0% | +18.0% |
| 1Y | +2.5% | -35.1% | +37.6% | +20.2% |
| 3Y | -30.9% | +31.1% | -62.0% | -44.3% |
| 5Y | -42.6% | +29.8% | -72.4% | -59.4% |
| All | -21.3% | +35.7% | -57.0% | -44.5% |
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