+9.3%
CME vs GFI
+45.3%
-36.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.6% | +3.1% | -4.7% | -1.5% |
| 30D | +6.2% | +27.1% | -20.9% | +6.5% |
| 3M | +10.4% | +21.2% | -10.7% | +10.8% |
| 6M | -9.5% | -4.5% | -5.0% | -9.3% |
| YTD | +6.0% | +11.7% | -5.7% | +7.0% |
| 1Y | +9.3% | +46.0% | -36.8% | +12.1% |
| All | +9.3% | +45.3% | -36.0% | +12.1% |
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