+107.2%
AS vs GFI
+239.9%
-132.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.8% | +4.7% | -7.5% | -3.4% |
| 30D | -23.2% | +14.4% | -37.7% | -24.7% |
| 3M | -20.1% | +32.5% | -52.6% | -23.4% |
| 6M | -18.5% | -7.2% | -11.4% | -19.0% |
| YTD | -25.6% | +10.9% | -36.5% | -27.2% |
| 1Y | -24.4% | +35.5% | -59.8% | -26.9% |
| All | +107.2% | +239.9% | -132.6% | +89.1% |
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