+17.7%
GFS vs USFR
+4.1%
+13.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -12.5% | +0.1% | -12.6% | -10.5% |
| 30D | -16.9% | +0.4% | -17.3% | -9.2% |
| 3M | -22.3% | +1.1% | -23.3% | +4.8% |
| 6M | -40.2% | +2.0% | -42.3% | -0.6% |
| YTD | +16.0% | +3.4% | +12.6% | +106.3% |
| 1Y | +17.7% | +4.1% | +13.6% | +63.5% |
| All | +17.7% | +4.1% | +13.6% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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