+67.7%
USAR vs GFS
-21.4%
+89.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -4.1% |
| 7D | -4.4% | +4.5% | -8.9% | -6.0% |
| 30D | -10.4% | -8.2% | -2.2% | -7.4% |
| 3M | -18.4% | -38.9% | +20.5% | -2.9% |
| 6M | -8.8% | -2.9% | -5.9% | -0.9% |
| YTD | +43.4% | +31.8% | +11.6% | +49.5% |
| 1Y | +21.0% | +43.1% | -22.1% | +26.0% |
| All | +67.7% | -21.4% | +89.2% | +77.4% |
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