+14,278.6%
DE vs GFI
+660.1%
+13,618.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -2.4% | -5.1% | +2.8% | -2.0% |
| 30D | +9.7% | +13.4% | -3.7% | +8.7% |
| 3M | +21.4% | +36.2% | -14.9% | +18.4% |
| 6M | +15.0% | -9.8% | +24.8% | +15.2% |
| YTD | +46.4% | +7.7% | +38.7% | +44.5% |
| 1Y | +45.6% | +27.2% | +18.4% | +41.5% |
| 3Y | +76.8% | +300.3% | -223.5% | +56.1% |
| 5Y | +99.4% | +539.8% | -440.4% | +67.3% |
| 10Y | +864.6% | +1,058.5% | -193.9% | +632.8% |
| All | +14,278.6% | +660.1% | +13,618.5% | +10,461.8% |
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