+3,626.1%
ALL vs GFI
+734.1%
+2,892.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.7% | +5.7% | -7.4% | -1.9% |
| 30D | -4.7% | +15.6% | -20.3% | -5.2% |
| 3M | +18.4% | +31.5% | -13.2% | +17.1% |
| 6M | +20.5% | -3.7% | +24.2% | +20.3% |
| YTD | +23.5% | +11.2% | +12.3% | +22.4% |
| 1Y | +29.0% | +36.4% | -7.4% | +26.6% |
| 3Y | +153.7% | +313.5% | -159.8% | +137.5% |
| 5Y | +114.8% | +528.0% | -413.2% | +95.9% |
| 10Y | +356.1% | +1,021.4% | -665.3% | +297.0% |
| All | +3,626.1% | +734.1% | +2,892.0% | +3,147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling