+36.5%
USB vs GFS
+15.5%
+21.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +2.1% |
| 7D | +2.4% | -12.5% | +14.9% | +2.8% |
| 30D | +6.6% | -16.9% | +23.5% | +7.1% |
| 3M | -4.1% | -22.3% | +18.2% | -3.5% |
| 6M | +12.5% | -40.2% | +52.7% | +12.8% |
| YTD | +17.6% | +16.0% | +1.7% | +10.9% |
| 1Y | +36.5% | +17.7% | +18.8% | +27.5% |
| All | +36.5% | +15.5% | +21.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling