+21.2%
UL vs GFS
-21.4%
+42.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.6% |
| 7D | -3.2% | +4.5% | -7.7% | -3.1% |
| 30D | -0.6% | -8.2% | +7.6% | -0.7% |
| 3M | +9.4% | -38.9% | +48.3% | +9.0% |
| 6M | -4.1% | -2.9% | -1.3% | -5.8% |
| YTD | -2.0% | +31.8% | -33.8% | -4.1% |
| 1Y | -9.0% | +43.1% | -52.1% | -11.2% |
| All | +21.2% | -21.4% | +42.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling