+5.4%
D vs GFI
+515.1%
-509.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -1.3% |
| 30D | -3.5% | +13.4% | -16.9% | -4.4% |
| 3M | -1.6% | +36.2% | -37.8% | -3.8% |
| 6M | +5.8% | -9.8% | +15.6% | +6.0% |
| YTD | +14.5% | +7.7% | +6.8% | +12.9% |
| 1Y | +14.2% | +27.2% | -13.0% | +10.7% |
| 3Y | +59.0% | +300.3% | -241.3% | +39.0% |
| 5Y | +5.4% | +539.8% | -534.4% | -10.2% |
| All | +5.4% | +515.1% | -509.8% | -10.2% |
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