+26.4%
USB vs GFS
-31.0%
+57.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.7% |
| 7D | +0.8% | -3.1% | +3.9% | +1.1% |
| 30D | +6.8% | -16.0% | +22.8% | +9.6% |
| 3M | -3.8% | -24.7% | +20.9% | +0.4% |
| 6M | +11.7% | -45.1% | +56.9% | +21.5% |
| YTD | +17.5% | +16.5% | +1.0% | +6.6% |
| 1Y | +33.8% | +19.3% | +14.4% | +20.4% |
| 3Y | +104.2% | -20.0% | +124.2% | +94.5% |
| 5Y | +26.4% | -32.0% | +58.4% | +22.1% |
| All | +26.4% | -31.0% | +57.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling