+28.3%
CL vs GFI
+512.6%
-484.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.3% | +4.7% | -7.0% | -2.4% |
| 30D | -5.5% | +14.4% | -19.9% | -5.8% |
| 3M | +0.8% | +32.5% | -31.7% | 0.0% |
| 6M | -4.2% | -7.2% | +2.9% | -4.2% |
| YTD | +13.4% | +10.9% | +2.6% | +12.7% |
| 1Y | +7.1% | +35.5% | -28.4% | +5.5% |
| 3Y | +29.0% | +312.1% | -283.1% | +21.6% |
| 5Y | +28.3% | +524.6% | -496.3% | +17.6% |
| All | +28.3% | +512.6% | -484.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling