+5,095.0%
BDX vs GFI
+660.1%
+4,434.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.8% |
| 7D | -5.4% | -5.1% | -0.3% | -5.3% |
| 30D | -2.2% | +13.4% | -15.6% | -2.5% |
| 3M | +20.1% | +36.2% | -16.2% | +19.2% |
| 6M | +9.1% | -9.8% | +18.9% | +9.1% |
| YTD | +17.9% | +7.7% | +10.2% | +17.4% |
| 1Y | +22.1% | +27.2% | -5.1% | +21.0% |
| 3Y | -10.5% | +300.3% | -310.8% | -13.8% |
| 5Y | -2.6% | +539.8% | -542.4% | -7.4% |
| 10Y | +57.5% | +1,058.5% | -1,001.0% | +46.6% |
| All | +5,095.0% | +660.1% | +4,434.8% | +4,704.2% |
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 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