-12.1%
GFS vs UUUU
-19.2%
+7.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +2.0% |
| 7D | -5.3% | -6.9% | +1.6% | -3.7% |
| 30D | -15.8% | -32.3% | +16.5% | -8.3% |
| 3M | -18.6% | -52.8% | +34.2% | -4.4% |
| 6M | -45.0% | -68.5% | +23.5% | -29.9% |
| YTD | +16.8% | -53.6% | +70.4% | +32.6% |
| 1Y | +17.8% | -59.1% | +76.9% | +36.2% |
| 3Y | -21.5% | -14.7% | -6.8% | -32.2% |
| 5Y | -29.3% | -35.4% | +6.1% | -44.6% |
| All | -12.1% | -19.2% | +7.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 10y: compounded portfolio wealth divided by compounded UUUU 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…
10y analysis · Full analysis span regression · 6 months rolling