+898.9%
DD vs GFI
+682.6%
+216.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.8% | +4.7% | -8.5% | -4.0% |
| 30D | -9.2% | +14.4% | -23.7% | -10.0% |
| 3M | -9.0% | +32.5% | -41.5% | -10.6% |
| 6M | -5.0% | -7.2% | +2.2% | -4.9% |
| YTD | +7.4% | +10.9% | -3.5% | +6.3% |
| 1Y | +35.1% | +35.5% | -0.3% | +32.0% |
| 3Y | +43.2% | +312.1% | -268.9% | +30.8% |
| 5Y | +59.6% | +524.6% | -464.9% | +41.1% |
| 10Y | +66.5% | +1,092.7% | -1,026.2% | +38.0% |
| All | +898.9% | +682.6% | +216.3% | +731.0% |
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