+48.0%
BAX vs GFI
+6.9%
+41.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.4% | +2.9% |
| 7D | +4.1% | +1.4% | +2.6% | +3.8% |
| 30D | +9.4% | +3.0% | +6.4% | +8.8% |
| 3M | -6.5% | +10.2% | -16.7% | -9.0% |
| 6M | +59.6% | -10.1% | +69.7% | +59.7% |
| YTD | +38.9% | -11.4% | +50.3% | +41.5% |
| 1Y | +48.0% | +8.4% | +39.6% | +47.4% |
| All | +48.0% | +6.9% | +41.1% | +47.4% |
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 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