+63.9%
UBER vs GFS
-3.9%
+67.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -2.8% | +2.6% | -5.4% | -3.4% |
| 30D | -2.5% | -16.4% | +13.9% | +1.5% |
| 3M | +4.4% | -41.6% | +46.0% | +17.6% |
| 6M | -2.7% | -3.7% | +1.0% | -8.0% |
| YTD | -10.5% | +29.3% | -39.8% | -24.5% |
| 1Y | -22.5% | +37.1% | -59.6% | -36.2% |
| 3Y | +54.8% | -22.1% | +76.9% | +46.6% |
| All | +63.9% | -3.9% | +67.8% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling