+79.6%
CME vs GFI
+524.1%
-444.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.6% | -4.9% | +3.3% | -1.4% |
| 30D | +5.6% | +10.7% | -5.1% | +5.2% |
| 3M | +5.6% | +25.6% | -20.0% | +4.6% |
| 6M | -8.3% | -8.3% | 0.0% | -8.2% |
| YTD | +4.3% | +6.3% | -2.0% | +3.5% |
| 1Y | +9.1% | +22.1% | -13.0% | +7.1% |
| 3Y | +52.1% | +289.2% | -237.1% | +39.2% |
| All | +79.6% | +524.1% | -444.4% | +60.3% |
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 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