+1,173.6%
C vs GFI
+650.5%
+523.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.0% |
| 30D | +0.9% | +10.7% | -9.8% | +0.5% |
| 3M | +1.1% | +25.6% | -24.6% | +0.1% |
| 6M | +28.4% | -8.3% | +36.6% | +28.4% |
| YTD | +20.8% | +6.3% | +14.5% | +20.0% |
| 1Y | +43.4% | +22.1% | +21.4% | +41.6% |
| 3Y | +274.9% | +289.2% | -14.3% | +252.6% |
| 5Y | +136.7% | +531.7% | -395.0% | +116.9% |
| 10Y | +297.6% | +1,043.8% | -746.2% | +244.8% |
| All | +1,173.6% | +650.5% | +523.1% | +1,058.1% |
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