+452.7%
A vs GFI
+2,193.3%
-1,740.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -4.4% | +4.7% | -9.1% | -4.6% |
| 30D | -2.7% | +14.4% | -17.1% | -3.4% |
| 3M | +7.0% | +32.5% | -25.5% | +5.4% |
| 6M | +24.6% | -7.2% | +31.8% | +24.6% |
| YTD | +7.0% | +10.9% | -3.8% | +5.8% |
| 1Y | +15.6% | +35.5% | -19.9% | +12.8% |
| 3Y | +29.9% | +312.1% | -282.2% | +18.6% |
| 5Y | -15.4% | +524.6% | -540.0% | -25.1% |
| 10Y | +248.9% | +1,092.7% | -843.9% | +190.0% |
| All | +452.7% | +2,193.3% | -1,740.6% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling