-17.9%
GFS vs USFR
+14.3%
-32.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +17.2% | +0.1% | +17.2% | +18.0% |
| 30D | -8.7% | +0.4% | -9.1% | -4.7% |
| 3M | -19.7% | +1.0% | -20.7% | -9.0% |
| 6M | -40.7% | +2.0% | -42.7% | -25.2% |
| YTD | +22.5% | +3.4% | +19.1% | +71.4% |
| 1Y | +25.2% | +4.1% | +21.1% | +81.3% |
| All | -17.9% | +14.3% | -32.3% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling