+34.1%
D vs GFI
+1,066.8%
-1,032.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.2% | -4.9% | +2.6% | -2.0% |
| 30D | -4.5% | +10.7% | -15.2% | -5.0% |
| 3M | -2.5% | +25.6% | -28.1% | -3.7% |
| 6M | +5.5% | -8.3% | +13.8% | +5.6% |
| YTD | +13.3% | +6.3% | +7.0% | +12.3% |
| 1Y | +11.8% | +22.1% | -10.2% | +9.8% |
| 3Y | +56.7% | +289.2% | -232.5% | +44.4% |
| 5Y | +4.3% | +531.7% | -527.4% | -6.1% |
| All | +34.1% | +1,066.8% | -1,032.8% | +23.6% |
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