+74.5%
UBER vs GFI
+1,387.5%
-1,313.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.4% |
| 7D | -4.5% | -5.1% | +0.7% | -4.0% |
| 30D | -7.6% | +13.4% | -21.0% | -8.9% |
| 3M | +5.8% | +36.2% | -30.5% | +2.0% |
| 6M | +0.3% | -9.8% | +10.1% | +0.5% |
| YTD | -11.2% | +7.7% | -18.9% | -13.4% |
| 1Y | -23.0% | +27.2% | -50.2% | -26.6% |
| 3Y | +53.6% | +300.3% | -246.7% | +25.2% |
| 5Y | +81.9% | +539.8% | -457.9% | +34.7% |
| All | +74.5% | +1,387.5% | -1,313.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling