-2.7%
GFS vs UUUU
+75.3%
-78.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +2.6% | +2.8% | -0.2% | +2.0% |
| 30D | -16.4% | +3.4% | -19.8% | -17.2% |
| 3M | -41.6% | -3.9% | -37.7% | -41.2% |
| 6M | -3.7% | -23.2% | +19.5% | +0.2% |
| YTD | +29.3% | +0.6% | +28.8% | +24.1% |
| 1Y | +37.1% | +22.9% | +14.3% | +20.9% |
| 3Y | -22.1% | +98.6% | -120.8% | -44.9% |
| All | -2.7% | +75.3% | -78.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling