+120.2%
BKR vs GFI
+1,066.8%
-946.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -7.0% | -4.9% | -2.1% | -6.6% |
| 30D | -8.1% | +10.7% | -18.8% | -9.0% |
| 3M | -6.6% | +25.6% | -32.2% | -8.8% |
| 6M | +0.9% | -8.3% | +9.1% | +0.9% |
| YTD | +31.1% | +6.3% | +24.8% | +29.0% |
| 1Y | +27.7% | +22.1% | +5.6% | +23.7% |
| 3Y | +71.2% | +289.2% | -218.0% | +46.9% |
| 5Y | +177.6% | +531.7% | -354.0% | +125.3% |
| All | +120.2% | +1,066.8% | -946.7% | +85.8% |
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