+221.9%
COMP vs GFI
+317.3%
-95.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +4.1% | +5.7% | -1.6% | +2.8% |
| 30D | -14.5% | +15.6% | -30.2% | -17.4% |
| 3M | +41.8% | +31.5% | +10.3% | +32.8% |
| 6M | +23.6% | -3.7% | +27.3% | +22.3% |
| YTD | +1.7% | +11.2% | -9.5% | -2.0% |
| 1Y | +12.6% | +36.4% | -23.8% | +3.3% |
| 3Y | +221.9% | +313.5% | -91.7% | +99.1% |
| All | +221.9% | +317.3% | -95.4% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling