-33.9%
BAX vs GFI
+292.6%
-326.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -5.4% | -5.1% | -0.3% | -5.0% |
| 30D | -12.4% | +13.4% | -25.8% | -13.4% |
| 3M | +19.1% | +36.2% | -17.1% | +15.7% |
| 6M | +38.6% | -9.8% | +48.4% | +38.4% |
| YTD | +26.7% | +7.7% | +19.0% | +25.6% |
| 1Y | +1.0% | +27.2% | -26.2% | -0.7% |
| All | -33.9% | +292.6% | -326.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling