-24.9%
GFS vs USFR
+14.4%
-39.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.5% |
| 7D | -7.8% | +0.1% | -7.9% | -6.7% |
| 30D | -19.7% | +0.4% | -20.1% | -15.6% |
| 3M | -23.1% | +1.1% | -24.2% | -11.8% |
| 6M | -46.4% | +2.1% | -48.4% | -31.1% |
| YTD | +11.0% | +3.4% | +7.6% | +59.6% |
| 1Y | +12.6% | +4.1% | +8.5% | +69.7% |
| 3Y | -24.9% | +14.4% | -39.4% | +389.8% |
| All | -24.9% | +14.4% | -39.4% | +389.8% |
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