+6,706.3%
CME vs GFI
+572.5%
+6,133.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | -2.9% | +5.7% | -8.5% | -3.3% |
| 30D | +5.5% | +15.6% | -10.1% | +4.2% |
| 3M | +11.0% | +31.5% | -20.6% | +8.2% |
| 6M | -9.7% | -3.7% | -6.0% | -10.1% |
| YTD | +4.9% | +11.2% | -6.4% | +2.7% |
| 1Y | +10.1% | +36.4% | -26.3% | +5.5% |
| 3Y | +53.5% | +313.5% | -260.0% | +31.5% |
| 5Y | +77.2% | +528.0% | -450.8% | +43.0% |
| 10Y | +282.1% | +1,021.4% | -739.3% | +170.9% |
| All | +6,706.3% | +572.5% | +6,133.9% | +4,208.3% |
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 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