-22.1%
GFS vs UUUU
+99.2%
-121.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +2.6% | +2.8% | -0.2% | +2.1% |
| 30D | -16.4% | +3.4% | -19.8% | -17.0% |
| 3M | -41.6% | -3.9% | -37.7% | -41.4% |
| 6M | -3.7% | -23.2% | +19.5% | -1.3% |
| YTD | +29.3% | +0.6% | +28.8% | +26.4% |
| 1Y | +37.1% | +22.9% | +14.3% | +27.5% |
| 3Y | -22.1% | +98.6% | -120.8% | -38.7% |
| All | -22.1% | +99.2% | -121.3% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling