+45.0%
BBY vs GFI
+287.6%
-242.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.1% |
| 7D | +0.6% | -4.9% | +5.4% | +0.7% |
| 30D | +9.4% | +10.7% | -1.3% | +9.1% |
| 3M | +19.3% | +25.6% | -6.3% | +18.7% |
| 6M | +47.9% | -8.3% | +56.2% | +47.8% |
| YTD | +39.6% | +6.3% | +33.3% | +38.4% |
| 1Y | +22.2% | +22.1% | +0.1% | +20.7% |
| 3Y | +45.0% | +289.2% | -244.2% | +34.9% |
| All | +45.0% | +287.6% | -242.7% | +34.9% |
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