+51.9%
DOW vs GFI
+6.9%
+45.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.6% | -3.0% |
| 7D | -4.2% | +1.4% | -5.6% | -4.0% |
| 30D | +14.7% | +3.0% | +11.7% | +14.9% |
| 3M | +9.1% | +10.2% | -1.1% | +9.4% |
| 6M | -17.7% | -10.1% | -7.6% | -17.2% |
| YTD | +44.6% | -11.4% | +56.0% | +41.7% |
| 1Y | +51.9% | +8.4% | +43.5% | +43.9% |
| All | +51.9% | +6.9% | +45.0% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling