+89.6%
CL vs GFI
+1,288.5%
-1,198.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | -8.7% | +11.9% | +3.4% |
| 30D | +8.0% | +0.6% | +7.4% | +8.0% |
| 3M | +7.9% | -7.5% | +15.3% | +7.9% |
| 6M | +14.7% | -18.3% | +33.1% | +15.1% |
| YTD | +29.2% | -13.8% | +43.0% | +29.1% |
| 1Y | +29.5% | -8.8% | +38.4% | +29.2% |
| 3Y | +40.7% | +215.8% | -175.2% | +35.0% |
| 5Y | +43.9% | +301.2% | -257.4% | +36.3% |
| All | +89.6% | +1,288.5% | -1,198.9% | +79.3% |
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