-24.1%
UBER vs GFS
+22.9%
-47.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.7% |
| 7D | +1.6% | +7.4% | -5.8% | +1.8% |
| 30D | +0.6% | -15.3% | +15.8% | +0.1% |
| 3M | -8.2% | -21.1% | +12.9% | -8.7% |
| 6M | -6.7% | -44.5% | +37.8% | -8.2% |
| YTD | -14.7% | +19.2% | -33.9% | -26.9% |
| 1Y | -24.1% | +27.2% | -51.3% | -37.1% |
| All | -24.1% | +22.9% | -47.0% | -37.1% |
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