+906.7%
BSX vs GFI
+772.5%
+134.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -4.0% |
| 7D | -8.2% | -5.1% | -3.1% | -8.0% |
| 30D | -15.8% | +13.4% | -29.2% | -16.2% |
| 3M | -10.8% | +36.2% | -47.1% | -12.1% |
| 6M | -38.4% | -9.8% | -28.6% | -38.3% |
| YTD | -54.8% | +7.7% | -62.5% | -55.2% |
| 1Y | -59.0% | +27.2% | -86.2% | -59.7% |
| 3Y | -20.0% | +300.3% | -320.3% | -25.5% |
| 5Y | -3.1% | +539.8% | -542.8% | -12.2% |
| 10Y | +83.3% | +1,058.5% | -975.2% | +58.0% |
| All | +906.7% | +772.5% | +134.2% | +797.9% |
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 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