+32.6%
USB vs GFS
+17.3%
+15.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | -5.3% | +6.7% | +1.6% |
| 30D | +6.4% | -15.8% | +22.2% | +6.9% |
| 3M | -4.5% | -18.6% | +14.2% | -4.0% |
| 6M | +11.4% | -45.0% | +56.4% | +12.4% |
| YTD | +17.1% | +16.8% | +0.3% | +9.9% |
| 1Y | +32.6% | +17.8% | +14.8% | +23.8% |
| All | +32.6% | +17.3% | +15.3% | +23.8% |
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