+75.9%
DE vs GFI
+287.6%
-211.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.6% | -4.9% | +2.3% | -2.3% |
| 30D | +9.0% | +10.7% | -1.7% | +8.2% |
| 3M | +19.1% | +25.6% | -6.5% | +17.0% |
| 6M | +14.4% | -8.3% | +22.6% | +14.2% |
| YTD | +45.9% | +6.3% | +39.6% | +44.7% |
| 1Y | +43.6% | +22.1% | +21.5% | +41.2% |
| 3Y | +75.9% | +289.2% | -213.3% | +53.2% |
| All | +75.9% | +287.6% | -211.8% | +53.2% |
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