+272.1%
C vs GFI
+304.2%
-32.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +2.6% | +4.7% | -2.1% | +2.3% |
| 30D | +1.9% | +14.4% | -12.5% | +1.2% |
| 3M | +2.8% | +32.5% | -29.7% | +1.0% |
| 6M | +30.6% | -7.2% | +37.7% | +29.9% |
| YTD | +19.9% | +10.9% | +9.0% | +18.5% |
| 1Y | +44.6% | +35.5% | +9.1% | +41.8% |
| All | +272.1% | +304.2% | -32.1% | +234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling