+113.6%
C vs GFI
+300.1%
-186.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.2% | -8.7% | +12.9% | +4.7% |
| 30D | +2.0% | +0.6% | +1.4% | +1.9% |
| 3M | -10.1% | -7.5% | -2.6% | -9.9% |
| 6M | +1.0% | -18.3% | +19.3% | +1.5% |
| YTD | +8.5% | -13.8% | +22.3% | +8.4% |
| 1Y | +25.7% | -8.8% | +34.6% | +25.4% |
| 3Y | +216.0% | +215.8% | +0.1% | +191.2% |
| All | +113.6% | +300.1% | -186.5% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling