+59.8%
UBER vs GFS
-25.2%
+85.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | +1.6% | +7.4% | -5.8% | -0.1% |
| 30D | +0.6% | -15.3% | +15.8% | +3.9% |
| 3M | -8.2% | -21.1% | +12.9% | -3.9% |
| 6M | -6.7% | -44.5% | +37.8% | +3.8% |
| YTD | -14.7% | +19.2% | -33.9% | -27.8% |
| 1Y | -24.1% | +27.2% | -51.3% | -37.3% |
| 3Y | +33.4% | -20.1% | +53.5% | +21.9% |
| All | +59.8% | -25.2% | +85.0% | +38.7% |
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 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