-28.1%
COMP vs GFI
+521.0%
-549.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.5% |
| 3M | +41.8% | +31.5% | +10.3% | +32.4% |
| 6M | +23.6% | -3.7% | +27.3% | +23.0% |
| YTD | +1.7% | +11.2% | -9.5% | -2.5% |
| 1Y | +12.6% | +36.4% | -23.8% | +1.7% |
| 3Y | +221.9% | +313.5% | -91.7% | +109.4% |
| 5Y | -28.1% | +528.0% | -556.2% | -61.7% |
| All | -28.1% | +521.0% | -549.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling