+114.1%
AS vs GFI
+241.0%
-126.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -2.6% | +5.7% | -8.3% | -3.4% |
| 30D | -22.1% | +15.6% | -37.7% | -23.7% |
| 3M | -15.3% | +31.5% | -46.8% | -18.8% |
| 6M | -15.6% | -3.7% | -11.8% | -16.4% |
| YTD | -23.2% | +11.2% | -34.4% | -24.8% |
| 1Y | -21.7% | +36.4% | -58.1% | -24.4% |
| All | +114.1% | +241.0% | -126.9% | +95.3% |
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 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