-39.3%
BAX vs GFI
+1,066.8%
-1,106.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -7.9% | -4.9% | -3.0% | -7.7% |
| 30D | -11.7% | +10.7% | -22.4% | -12.0% |
| 3M | +16.2% | +25.6% | -9.4% | +15.2% |
| 6M | +32.0% | -8.3% | +40.2% | +31.9% |
| YTD | +24.7% | +6.3% | +18.4% | +24.3% |
| 1Y | -2.6% | +22.1% | -24.7% | -3.3% |
| 3Y | -35.0% | +289.2% | -324.2% | -36.9% |
| 5Y | -67.6% | +531.7% | -599.2% | -68.6% |
| All | -39.3% | +1,066.8% | -1,106.2% | -36.8% |
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