+22.7%
USB vs GFS
-43.8%
+66.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.8% | -0.4% |
| 7D | -1.5% | -20.7% | +19.2% | +2.4% |
| 30D | +4.3% | -25.2% | +29.5% | +9.3% |
| 3M | -6.1% | -26.3% | +20.2% | -1.7% |
| 6M | +9.4% | -50.7% | +60.1% | +21.2% |
| YTD | +15.2% | +4.5% | +10.6% | +6.6% |
| 1Y | +32.8% | +2.5% | +30.3% | +23.2% |
| 3Y | +91.3% | -30.9% | +122.2% | +87.1% |
| 5Y | +22.7% | -42.6% | +65.3% | +21.1% |
| All | +22.7% | -43.8% | +66.5% | +21.1% |
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