-42.6%
GFS vs UUUU
-67.9%
+25.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.0% |
| 7D | +6.2% | -3.5% | +9.7% | +8.0% |
| 30D | -11.4% | -28.3% | +16.9% | +4.7% |
| 3M | -15.5% | -53.1% | +37.6% | +25.5% |
| 6M | -42.6% | -68.6% | +25.9% | +14.7% |
| All | -42.6% | -67.9% | +25.3% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling