+78.0%
BE vs GFI
-3.9%
+81.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.7% |
| 7D | +23.9% | +4.7% | +19.2% | +22.0% |
| 30D | +27.8% | +14.4% | +13.4% | +21.8% |
| 3M | +3.7% | +32.5% | -28.8% | -8.2% |
| 6M | +78.0% | -7.2% | +85.1% | +78.9% |
| All | +78.0% | -3.9% | +81.8% | +78.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling