+145.9%
AR vs GFI
+515.1%
-369.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | -1.3% | -5.1% | +3.8% | -0.9% |
| 30D | +3.5% | +13.4% | -9.9% | +2.4% |
| 3M | +9.9% | +36.2% | -26.3% | +6.7% |
| 6M | +4.5% | -9.8% | +14.4% | +4.8% |
| YTD | +13.7% | +7.7% | +6.0% | +10.7% |
| 1Y | +19.2% | +27.2% | -8.0% | +12.7% |
| 3Y | +46.2% | +300.3% | -254.1% | +12.2% |
| 5Y | +145.9% | +539.8% | -393.9% | +81.6% |
| All | +145.9% | +515.1% | -369.3% | +81.6% |
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