+201.4%
B vs GFI
+1,066.8%
-865.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -2.4% | -4.9% | +2.5% | -0.1% |
| 30D | +6.3% | +10.7% | -4.4% | +1.4% |
| 3M | +12.1% | +25.6% | -13.5% | +0.4% |
| 6M | -3.1% | -8.3% | +5.2% | +0.1% |
| YTD | +2.0% | +6.3% | -4.3% | -1.8% |
| 1Y | +51.7% | +22.1% | +29.6% | +36.6% |
| 3Y | +190.5% | +289.2% | -98.7% | +47.7% |
| 5Y | +158.0% | +531.7% | -373.7% | -1.7% |
| All | +201.4% | +1,066.8% | -865.4% | -18.4% |
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