+115.4%
ALL vs GFI
+515.1%
-399.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | -4.3% | -5.1% | +0.8% | -4.3% |
| 30D | -3.6% | +13.4% | -17.0% | -3.6% |
| 3M | +13.2% | +36.2% | -23.0% | +13.1% |
| 6M | +22.5% | -9.8% | +32.3% | +22.8% |
| YTD | +22.7% | +7.7% | +15.1% | +22.4% |
| 1Y | +28.3% | +27.2% | +1.1% | +27.3% |
| 3Y | +152.0% | +300.3% | -148.3% | +141.4% |
| 5Y | +115.4% | +539.8% | -424.3% | +98.4% |
| All | +115.4% | +515.1% | -399.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling