-20.1%
GFS vs UUUU
-17.1%
-3.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +7.4% | -1.1% | +8.4% | +7.5% |
| 30D | -15.3% | -21.0% | +5.7% | -11.4% |
| 3M | -21.1% | -54.8% | +33.7% | -9.3% |
| 6M | -44.5% | -67.3% | +22.9% | -33.4% |
| YTD | +19.2% | -54.7% | +73.9% | +34.0% |
| 1Y | +27.2% | -57.4% | +84.7% | +43.4% |
| 3Y | -20.1% | -19.6% | -0.5% | -28.1% |
| All | -20.1% | -17.1% | -3.0% | -28.1% |
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