+83.6%
USB vs GFI
+1,235.9%
-1,152.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | -0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -0.5% |
| 30D | +5.7% | +2.2% | +3.5% | +5.8% |
| 3M | -4.7% | -4.6% | -0.1% | -4.7% |
| 6M | +13.4% | -16.7% | +30.2% | +13.1% |
| YTD | +17.0% | -9.5% | +26.5% | +17.1% |
| 1Y | +32.4% | -6.8% | +39.2% | +32.7% |
| 3Y | +101.7% | +223.7% | -122.0% | +109.9% |
| 5Y | +24.4% | +321.8% | -297.4% | +32.2% |
| 10Y | +83.6% | +1,354.1% | -1,270.5% | +124.3% |
| All | +83.6% | +1,235.9% | -1,152.3% | +124.3% |
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