+74.2%
AA vs GFI
+292.6%
-218.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -3.9% |
| 7D | -5.4% | -5.1% | -0.2% | -3.8% |
| 30D | -10.7% | +13.4% | -24.1% | -14.2% |
| 3M | -26.2% | +36.2% | -62.4% | -33.4% |
| 6M | -20.9% | -9.8% | -11.1% | -20.2% |
| YTD | -8.6% | +7.7% | -16.3% | -13.0% |
| 1Y | +57.4% | +27.2% | +30.2% | +42.8% |
| All | +74.2% | +292.6% | -218.4% | +6.1% |
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