+7,985.7%
USB vs GFI
+566.6%
+7,419.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.5% |
| 7D | 0.0% | +19.0% | -19.0% | -0.1% |
| 30D | +5.8% | +11.8% | -5.9% | +5.8% |
| 3M | -6.0% | +7.3% | -13.2% | -6.0% |
| 6M | +7.8% | -13.3% | +21.1% | +7.8% |
| YTD | +14.6% | -5.6% | +20.2% | +14.6% |
| 1Y | +31.8% | +9.2% | +22.6% | +31.7% |
| 3Y | +91.5% | +213.7% | -122.2% | +90.9% |
| 5Y | +22.0% | +395.5% | -373.5% | +21.6% |
| 10Y | +96.1% | +1,132.8% | -1,036.7% | +94.3% |
| All | +7,985.7% | +566.6% | +7,419.1% | +8,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling