+750.5%
AU vs GFI
+1,864.9%
-1,114.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.4% |
| 7D | -4.3% | -4.9% | +0.6% | -1.0% |
| 30D | +7.3% | +10.7% | -3.4% | +0.5% |
| 3M | +26.3% | +25.6% | +0.7% | +8.9% |
| 6M | +1.8% | -8.3% | +10.0% | +9.1% |
| YTD | +26.8% | +6.3% | +20.5% | +23.7% |
| 1Y | +66.7% | +22.1% | +44.6% | +47.9% |
| 3Y | +579.1% | +289.2% | +289.9% | +174.1% |
| 5Y | +689.3% | +531.7% | +157.7% | +122.2% |
| 10Y | +686.6% | +1,043.8% | -357.2% | +40.8% |
| All | +750.5% | +1,864.9% | -1,114.4% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling