+42.1%
DD vs GFI
+287.6%
-245.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -11.7% | +10.7% | -22.4% | -12.8% |
| 3M | -9.2% | +25.6% | -34.9% | -12.1% |
| 6M | -7.2% | -8.3% | +1.1% | -7.5% |
| YTD | +6.6% | +6.3% | +0.3% | +5.0% |
| 1Y | +32.0% | +22.1% | +9.9% | +28.3% |
| 3Y | +42.1% | +289.2% | -247.1% | +22.2% |
| All | +42.1% | +287.6% | -245.5% | +22.2% |
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 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