-50.4%
COMP vs GFI
+359.7%
-410.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.0% | -0.4% | -5.9% |
| 7D | +7.2% | +10.4% | -3.2% | +5.1% |
| 30D | +6.4% | +3.6% | +2.8% | +5.6% |
| 3M | -19.4% | -5.1% | -14.4% | -18.9% |
| 6M | +14.6% | -13.0% | +27.6% | +16.7% |
| YTD | -5.5% | -8.0% | +2.5% | -5.5% |
| 1Y | +13.7% | -5.0% | +18.7% | +12.7% |
| 3Y | +409.7% | +228.8% | +180.9% | +266.3% |
| 5Y | -17.0% | +354.4% | -371.4% | -46.4% |
| All | -50.4% | +359.7% | -410.2% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling