-2.4%
GFS vs UUUU
+73.5%
-75.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | -8.6% | +16.3% | -24.9% | -11.8% |
| 3M | -46.5% | -16.7% | -29.9% | -44.6% |
| 6M | -4.8% | -33.7% | +28.8% | +1.9% |
| YTD | +29.7% | -0.5% | +30.1% | +24.8% |
| 1Y | +35.8% | +28.9% | +7.0% | +18.5% |
| 3Y | -18.3% | +99.9% | -118.2% | -42.4% |
| All | -2.4% | +73.5% | -75.9% | -37.3% |
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