-71.3%
U vs GFS
-2.1%
-69.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.4% |
| 7D | +4.4% | +4.5% | -0.1% | +2.2% |
| 30D | -1.3% | -8.2% | +6.9% | +2.3% |
| 3M | +49.6% | -38.9% | +88.4% | +83.8% |
| 6M | +100.2% | -2.9% | +103.1% | +80.2% |
| YTD | -3.7% | +31.8% | -35.5% | -32.4% |
| 1Y | -6.5% | +43.1% | -49.6% | -37.5% |
| 3Y | +12.9% | -20.6% | +33.5% | +2.3% |
| All | -71.3% | -2.1% | -69.2% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling