+17.0%
AR vs GFI
+26.4%
-9.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.0% |
| 7D | -2.5% | -4.9% | +2.4% | -2.9% |
| 30D | +2.5% | +10.7% | -8.2% | +3.4% |
| 3M | +12.3% | +25.6% | -13.3% | +14.6% |
| 6M | -3.1% | -8.3% | +5.1% | -2.1% |
| YTD | +11.5% | +6.3% | +5.2% | +11.7% |
| 1Y | +17.0% | +22.1% | -5.1% | +16.7% |
| All | +17.0% | +26.4% | -9.4% | +16.7% |
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