+21.6%
USB vs GFS
-17.5%
+39.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.6% |
| 7D | 0.0% | -7.8% | +7.8% | +1.2% |
| 30D | +5.8% | -19.7% | +25.5% | +9.4% |
| 3M | -6.0% | -23.1% | +17.2% | -2.4% |
| 6M | +7.8% | -46.4% | +54.1% | +17.3% |
| YTD | +14.6% | +11.0% | +3.6% | +5.1% |
| 1Y | +31.8% | +12.6% | +19.1% | +20.3% |
| 3Y | +91.5% | -24.9% | +116.5% | +84.7% |
| 5Y | +22.0% | -39.1% | +61.1% | +18.6% |
| All | +21.6% | -17.5% | +39.1% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling