+98.3%
USB vs GFI
+319.2%
-220.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +1.4% | +3.1% | -1.7% | +1.3% |
| 30D | -1.3% | +27.1% | -28.4% | -2.5% |
| 3M | +15.2% | +21.2% | -5.9% | +13.9% |
| 6M | +18.8% | -4.5% | +23.3% | +18.6% |
| YTD | +21.0% | +11.7% | +9.3% | +19.5% |
| 1Y | +34.0% | +46.0% | -12.0% | +30.2% |
| All | +98.3% | +319.2% | -220.9% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling