-1.5%
AS vs GFI
-13.2%
+11.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -4.9% | -8.7% | +3.8% | -2.8% |
| 30D | +3.9% | +0.6% | +3.3% | +3.5% |
| 3M | -9.6% | -7.5% | -2.1% | -9.0% |
| 6M | -8.7% | -18.3% | +9.7% | -5.6% |
| YTD | -19.8% | -13.8% | -6.0% | -19.8% |
| 1Y | -1.5% | -8.8% | +7.3% | -3.3% |
| All | -1.5% | -13.2% | +11.7% | -3.3% |
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