+51.0%
CL vs GFI
+1,066.8%
-1,015.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -2.2% | -4.9% | +2.6% | -2.1% |
| 30D | -6.0% | +10.7% | -16.7% | -6.2% |
| 3M | -2.3% | +25.6% | -28.0% | -3.0% |
| 6M | -2.0% | -8.3% | +6.3% | -2.0% |
| YTD | +11.8% | +6.3% | +5.5% | +11.3% |
| 1Y | +5.8% | +22.1% | -16.2% | +4.8% |
| 3Y | +25.9% | +289.2% | -263.3% | +20.1% |
| 5Y | +26.9% | +531.7% | -504.7% | +18.8% |
| All | +51.0% | +1,066.8% | -1,015.8% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling