-10.2%
DOW vs GFI
+1,349.2%
-1,359.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -2.4% | -5.1% | +2.8% | -2.1% |
| 30D | -4.1% | +13.4% | -17.5% | -4.7% |
| 3M | -12.4% | +36.2% | -48.7% | -13.9% |
| 6M | -10.6% | -9.8% | -0.8% | -10.5% |
| YTD | +31.1% | +7.7% | +23.4% | +29.5% |
| 1Y | +30.5% | +27.2% | +3.3% | +27.4% |
| 3Y | -34.4% | +300.3% | -334.7% | -40.9% |
| 5Y | -35.5% | +539.8% | -575.3% | -44.3% |
| All | -10.2% | +1,349.2% | -1,359.4% | -15.7% |
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