+156.7%
B vs GFI
+515.1%
-358.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -1.1% |
| 7D | -5.0% | -5.1% | +0.1% | -2.5% |
| 30D | +8.7% | +13.4% | -4.7% | +2.1% |
| 3M | +17.3% | +36.2% | -18.9% | +0.1% |
| 6M | -5.0% | -9.8% | +4.8% | -1.2% |
| YTD | +1.4% | +7.7% | -6.2% | -3.2% |
| 1Y | +50.5% | +27.2% | +23.3% | +32.4% |
| 3Y | +194.4% | +300.3% | -105.9% | +46.8% |
| 5Y | +156.7% | +539.8% | -383.1% | -10.6% |
| All | +156.7% | +515.1% | -358.5% | -10.6% |
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