-7.8%
GFS vs UUUU
-19.9%
+12.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.3% |
| 7D | +17.2% | +1.4% | +15.9% | +16.7% |
| 30D | -8.7% | -27.9% | +19.2% | -2.0% |
| 3M | -19.7% | -53.8% | +34.2% | -5.1% |
| 6M | -40.7% | -68.1% | +27.4% | -24.6% |
| YTD | +22.5% | -54.1% | +76.6% | +39.5% |
| 1Y | +25.2% | -57.8% | +83.0% | +43.9% |
| 3Y | -17.7% | -15.4% | -2.2% | -28.7% |
| 5Y | -23.5% | -39.2% | +15.7% | -39.5% |
| All | -7.8% | -19.9% | +12.1% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling