+87.8%
AAPL vs GFI
+287.6%
-199.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +3.8% | -4.9% | +8.7% | +4.0% |
| 30D | +9.9% | +10.7% | -0.8% | +9.6% |
| 3M | +12.5% | +25.6% | -13.1% | +11.6% |
| 6M | +27.6% | -8.3% | +35.9% | +27.2% |
| YTD | +22.6% | +6.3% | +16.2% | +22.0% |
| 1Y | +45.0% | +22.1% | +22.9% | +44.0% |
| 3Y | +87.8% | +289.2% | -201.4% | +84.7% |
| All | +87.8% | +287.6% | -199.9% | +84.7% |
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