+27.7%
ALL vs GFI
+26.4%
+1.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.7% |
| 7D | -2.3% | -4.9% | +2.6% | -2.6% |
| 30D | -0.4% | +10.7% | -11.1% | +0.4% |
| 3M | +16.0% | +25.6% | -9.6% | +18.2% |
| 6M | +24.6% | -8.3% | +32.8% | +25.3% |
| YTD | +23.7% | +6.3% | +17.4% | +24.9% |
| 1Y | +27.7% | +22.1% | +5.7% | +28.8% |
| All | +27.7% | +26.4% | +1.3% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling