+89.2%
USB vs GFI
+1,104.9%
-1,015.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +2.6% |
| 7D | +0.8% | +18.0% | -17.3% | +1.0% |
| 30D | +6.8% | +11.5% | -4.7% | +6.9% |
| 3M | -3.8% | +2.8% | -6.6% | -3.7% |
| 6M | +11.7% | -6.4% | +18.2% | +11.7% |
| YTD | +17.5% | -1.1% | +18.5% | +17.8% |
| 1Y | +33.8% | +10.8% | +22.9% | +34.5% |
| 3Y | +104.2% | +248.8% | -144.5% | +113.0% |
| 5Y | +26.4% | +407.7% | -381.3% | +35.4% |
| 10Y | +89.2% | +1,213.7% | -1,124.5% | +131.1% |
| All | +89.2% | +1,104.9% | -1,015.7% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling