+7,463.6%
CI vs GFI
+688.7%
+6,774.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +1.3% | +3.1% | -1.8% | +1.2% |
| 30D | +4.4% | +27.1% | -22.7% | +3.8% |
| 3M | +0.7% | +21.2% | -20.5% | 0.0% |
| 6M | +0.3% | -4.5% | +4.8% | +0.2% |
| YTD | +3.8% | +11.7% | -7.9% | +3.2% |
| 1Y | -5.5% | +46.0% | -51.5% | -6.9% |
| 3Y | +8.1% | +309.6% | -301.4% | +2.9% |
| 5Y | +42.8% | +506.0% | -463.2% | +33.6% |
| 10Y | +143.9% | +1,009.2% | -865.3% | +120.7% |
| All | +7,463.6% | +688.7% | +6,774.8% | +7,137.8% |
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 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