-25.3%
AS vs GFI
+29.0%
-54.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.7% |
| 7D | -3.9% | -5.1% | +1.3% | -2.8% |
| 30D | -19.0% | +13.4% | -32.5% | -21.4% |
| 3M | -18.8% | +36.2% | -55.0% | -24.6% |
| 6M | -21.0% | -9.8% | -11.2% | -21.4% |
| YTD | -26.6% | +7.7% | -34.3% | -28.7% |
| 1Y | -25.3% | +27.2% | -52.5% | -28.7% |
| All | -25.3% | +29.0% | -54.3% | -28.7% |
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