+72.4%
UBER vs GFI
+1,368.6%
-1,296.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -5.4% | -4.9% | -0.5% | -4.9% |
| 30D | -4.9% | +10.7% | -15.6% | -6.0% |
| 3M | +3.0% | +25.6% | -22.6% | +0.3% |
| 6M | -4.4% | -8.3% | +3.9% | -4.4% |
| YTD | -12.3% | +6.3% | -18.6% | -14.3% |
| 1Y | -24.3% | +22.1% | -46.4% | -27.5% |
| 3Y | +46.4% | +289.2% | -242.7% | +19.7% |
| 5Y | +79.7% | +531.7% | -452.0% | +33.2% |
| All | +72.4% | +1,368.6% | -1,296.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling