+222.3%
SU vs GFS
-2.1%
+224.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +1.6% | +4.5% | -2.9% | +1.1% |
| 30D | +10.7% | -8.2% | +18.9% | +11.7% |
| 3M | +13.5% | -38.9% | +52.4% | +19.4% |
| 6M | +21.8% | -2.9% | +24.7% | +19.5% |
| YTD | +58.8% | +31.8% | +27.1% | +48.4% |
| 1Y | +72.0% | +43.1% | +28.9% | +58.1% |
| 3Y | +121.7% | -20.6% | +142.4% | +115.4% |
| All | +222.3% | -2.1% | +224.4% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling