-20.3%
USAR vs GFS
-19.0%
-1.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.2% |
| 7D | -0.8% | +7.4% | -8.2% | -3.6% |
| 30D | -20.9% | -15.3% | -5.7% | -15.4% |
| 3M | -56.2% | -21.1% | -35.1% | -52.0% |
| 6M | -67.9% | -44.5% | -23.4% | -59.9% |
| YTD | -31.4% | +19.2% | -50.7% | -25.8% |
| 1Y | -45.1% | +27.2% | -72.3% | -40.8% |
| 3Y | -20.3% | -20.1% | -0.2% | -12.4% |
| All | -20.3% | -19.0% | -1.3% | -12.4% |
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