+839.3%
BAX vs GFI
+685.3%
+154.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.4% | +5.7% | -8.1% | -2.5% |
| 30D | -9.7% | +15.6% | -25.3% | -10.0% |
| 3M | +29.3% | +31.5% | -2.3% | +28.5% |
| 6M | +40.7% | -3.7% | +44.4% | +40.5% |
| YTD | +30.3% | +11.2% | +19.0% | +29.8% |
| 1Y | +3.4% | +36.4% | -33.0% | +2.6% |
| 3Y | -32.0% | +313.5% | -345.6% | -33.9% |
| 5Y | -66.9% | +528.0% | -594.9% | -68.0% |
| 10Y | -37.1% | +1,021.4% | -1,058.5% | -40.1% |
| All | +839.3% | +685.3% | +154.0% | +834.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling