+32.1%
CL vs GFI
+6.9%
+25.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.3% | -3.1% | +3.2% |
| 7D | +7.7% | +1.4% | +6.3% | +7.6% |
| 30D | +15.2% | +3.0% | +12.3% | +15.1% |
| 3M | +7.3% | +10.2% | -2.8% | +6.8% |
| 6M | +17.0% | -10.1% | +27.1% | +17.3% |
| YTD | +28.0% | -11.4% | +39.4% | +27.3% |
| 1Y | +32.1% | +8.4% | +23.7% | +31.7% |
| All | +32.1% | +6.9% | +25.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling