+18.4%
A vs GFI
+45.3%
-26.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -1.9% | +3.1% | -5.1% | -2.2% |
| 30D | +6.9% | +27.1% | -20.2% | +5.1% |
| 3M | +9.2% | +21.2% | -11.9% | +7.6% |
| 6M | +25.7% | -4.5% | +30.2% | +24.9% |
| YTD | +11.5% | +11.7% | -0.2% | +9.9% |
| 1Y | +18.4% | +46.0% | -27.7% | +15.7% |
| All | +18.4% | +45.3% | -26.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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