-24.3%
UBER vs GFS
+47.5%
-71.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.2% |
| 7D | -5.4% | +3.8% | -9.2% | -5.4% |
| 30D | -4.9% | -11.7% | +6.8% | -4.7% |
| 3M | +3.0% | -41.8% | +44.8% | +3.8% |
| 6M | -4.4% | +6.6% | -11.0% | -10.0% |
| YTD | -12.3% | +34.6% | -46.9% | -24.7% |
| 1Y | -24.3% | +46.2% | -70.5% | -36.7% |
| All | -24.3% | +47.5% | -71.8% | -36.7% |
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