-30.3%
LULU vs GFS
+15.5%
-45.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.9% | +10.7% | +4.6% |
| 7D | +6.5% | -12.5% | +19.0% | +6.1% |
| 30D | +20.3% | -16.9% | +37.2% | +19.8% |
| 3M | -8.9% | -22.3% | +13.3% | -9.3% |
| 6M | -13.1% | -40.2% | +27.1% | -14.5% |
| YTD | -46.1% | +16.0% | -62.1% | -48.8% |
| 1Y | -30.3% | +17.7% | -47.9% | -36.8% |
| All | -30.3% | +15.5% | -45.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling