+38.4%
AR vs GFI
+1,066.8%
-1,028.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -2.5% | -4.9% | +2.4% | -2.2% |
| 30D | +2.5% | +10.7% | -8.2% | +1.9% |
| 3M | +12.3% | +25.6% | -13.3% | +10.6% |
| 6M | -3.1% | -8.3% | +5.1% | -3.2% |
| YTD | +11.5% | +6.3% | +5.2% | +9.8% |
| 1Y | +17.0% | +22.1% | -5.1% | +13.6% |
| 3Y | +47.3% | +289.2% | -241.9% | +29.2% |
| 5Y | +141.2% | +531.7% | -390.4% | +104.4% |
| All | +38.4% | +1,066.8% | -1,028.4% | +26.4% |
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 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