+33.9%
USB vs GFS
+22.9%
+11.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | +2.6% | +7.4% | -4.8% | +2.3% |
| 30D | +8.4% | -15.3% | +23.7% | +8.9% |
| 3M | -5.5% | -21.1% | +15.6% | -5.0% |
| 6M | +17.7% | -44.5% | +62.2% | +18.7% |
| YTD | +17.6% | +19.2% | -1.7% | +10.8% |
| 1Y | +33.9% | +27.2% | +6.6% | +23.7% |
| All | +33.9% | +22.9% | +11.0% | +23.7% |
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