+4,850.5%
CL vs GFI
+688.7%
+4,161.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.2% | +3.1% | -5.3% | -2.2% |
| 30D | -4.8% | +27.1% | -31.9% | -5.3% |
| 3M | +4.9% | +21.2% | -16.3% | +4.4% |
| 6M | -5.7% | -4.5% | -1.2% | -5.8% |
| YTD | +14.4% | +11.7% | +2.7% | +13.8% |
| 1Y | +8.7% | +46.0% | -37.3% | +7.5% |
| 3Y | +30.0% | +309.6% | -279.6% | +25.4% |
| 5Y | +28.4% | +506.0% | -477.7% | +22.4% |
| 10Y | +50.1% | +1,009.2% | -959.1% | +40.1% |
| All | +4,850.5% | +688.7% | +4,161.7% | +4,542.2% |
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