-47.0%
COMP vs GFI
+454.2%
-501.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +0.8% | +4.7% | -3.8% | -0.1% |
| 30D | -13.9% | +14.4% | -28.3% | -16.5% |
| 3M | +30.7% | +32.5% | -1.8% | +22.5% |
| 6M | +18.7% | -7.2% | +25.8% | +18.9% |
| YTD | +1.0% | +10.9% | -9.8% | -2.7% |
| 1Y | +15.1% | +35.5% | -20.4% | +5.3% |
| 3Y | +219.8% | +312.1% | -92.4% | +119.6% |
| 5Y | -28.7% | +524.6% | -553.2% | -55.1% |
| All | -47.0% | +454.2% | -501.2% | -67.0% |
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