+8,438.8%
USB vs GFI
+688.7%
+7,750.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +1.4% | +3.1% | -1.7% | +1.4% |
| 30D | -1.3% | +27.1% | -28.4% | -1.4% |
| 3M | +15.2% | +21.2% | -5.9% | +15.2% |
| 6M | +18.8% | -4.5% | +23.3% | +18.8% |
| YTD | +21.0% | +11.7% | +9.3% | +20.9% |
| 1Y | +34.0% | +46.0% | -12.0% | +33.8% |
| 3Y | +95.3% | +309.6% | -214.2% | +94.6% |
| 5Y | +40.4% | +506.0% | -465.7% | +39.7% |
| 10Y | +107.3% | +1,009.2% | -901.9% | +105.9% |
| All | +8,438.8% | +688.7% | +7,750.1% | +9,247.5% |
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