+11,601.2%
COST vs GFI
+650.5%
+10,950.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | -1.2% | -4.9% | +3.7% | -1.1% |
| 30D | -4.7% | +10.7% | -15.4% | -4.9% |
| 3M | -7.1% | +25.6% | -32.7% | -7.6% |
| 6M | -8.5% | -8.3% | -0.3% | -8.5% |
| YTD | +5.4% | +6.3% | -0.9% | +5.0% |
| 1Y | -5.6% | +22.1% | -27.7% | -6.3% |
| 3Y | +68.5% | +289.2% | -220.7% | +62.7% |
| 5Y | +105.2% | +531.7% | -426.4% | +95.7% |
| 10Y | +610.7% | +1,043.8% | -433.1% | +568.1% |
| All | +11,601.2% | +650.5% | +10,950.7% | +10,901.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling