-67.0%
BAX vs GFI
+515.1%
-582.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -5.4% | -5.1% | -0.3% | -5.1% |
| 30D | -12.4% | +13.4% | -25.8% | -13.3% |
| 3M | +19.1% | +36.2% | -17.1% | +15.9% |
| 6M | +38.6% | -9.8% | +48.4% | +38.6% |
| YTD | +26.7% | +7.7% | +19.0% | +25.3% |
| 1Y | +1.0% | +27.2% | -26.2% | -1.3% |
| 3Y | -33.9% | +300.3% | -334.2% | -40.8% |
| 5Y | -67.0% | +539.8% | -606.8% | -71.2% |
| All | -67.0% | +515.1% | -582.2% | -71.2% |
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