+21.1%
UL vs GFS
-2.1%
+23.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.1% | +3.2% | -7.3% | -4.1% |
| 30D | -1.2% | -9.6% | +8.4% | -1.0% |
| 3M | +6.0% | -38.5% | +44.5% | +7.0% |
| 6M | -5.5% | -1.3% | -4.2% | -6.9% |
| YTD | -3.3% | +31.8% | -35.1% | -6.1% |
| 1Y | -9.8% | +44.6% | -54.3% | -12.9% |
| 3Y | +20.1% | -20.6% | +40.8% | +18.7% |
| All | +21.1% | -2.1% | +23.2% | +20.9% |
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