+361.5%
ALL vs GFI
+1,066.8%
-705.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | -2.3% | -4.9% | +2.6% | -2.2% |
| 30D | -0.4% | +10.7% | -11.1% | -0.5% |
| 3M | +16.0% | +25.6% | -9.6% | +15.7% |
| 6M | +24.6% | -8.3% | +32.8% | +24.7% |
| YTD | +23.7% | +6.3% | +17.4% | +23.3% |
| 1Y | +27.7% | +22.1% | +5.7% | +26.9% |
| 3Y | +150.2% | +289.2% | -139.0% | +141.9% |
| 5Y | +117.1% | +531.7% | -414.6% | +106.3% |
| All | +361.5% | +1,066.8% | -705.3% | +363.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling