+13.7%
COMP vs GFI
-2.2%
+15.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.0% | -0.4% | -4.9% |
| 7D | +7.2% | +10.4% | -3.2% | +3.9% |
| 30D | +6.4% | +3.6% | +2.8% | +5.1% |
| 3M | -19.4% | -5.1% | -14.4% | -18.7% |
| 6M | +14.6% | -13.0% | +27.6% | +17.5% |
| YTD | -5.5% | -8.0% | +2.5% | -2.0% |
| 1Y | +13.7% | -5.0% | +18.7% | +15.5% |
| All | +13.7% | -2.2% | +15.9% | +15.5% |
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