+32.9%
A vs GFI
+287.6%
-254.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +2.8% |
| 7D | -2.6% | -4.9% | +2.2% | -2.2% |
| 30D | -0.9% | +10.7% | -11.6% | -1.7% |
| 3M | +13.6% | +25.6% | -12.0% | +11.5% |
| 6M | +27.8% | -8.3% | +36.1% | +27.9% |
| YTD | +8.6% | +6.3% | +2.3% | +7.1% |
| 1Y | +16.9% | +22.1% | -5.2% | +13.7% |
| 3Y | +32.9% | +289.2% | -256.3% | +5.7% |
| All | +32.9% | +287.6% | -254.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling