+1,003.0%
BE vs GFI
+1,423.0%
-420.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +7.9% | +7.0% |
| 7D | +9.0% | -4.9% | +13.9% | +10.6% |
| 30D | +16.3% | +10.7% | +5.5% | +12.7% |
| 3M | +10.8% | +25.6% | -14.8% | +2.9% |
| 6M | +73.2% | -8.3% | +81.5% | +74.4% |
| YTD | +217.4% | +6.3% | +211.0% | +207.2% |
| 1Y | +309.8% | +22.1% | +287.7% | +284.5% |
| 3Y | +1,726.2% | +289.2% | +1,437.0% | +1,132.7% |
| 5Y | +1,306.2% | +531.7% | +774.5% | +702.7% |
| All | +1,003.0% | +1,423.0% | -420.0% | +502.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling