+367.4%
EAT vs GFI
+1,066.8%
-699.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -7.7% | -4.9% | -2.8% | -7.4% |
| 30D | -13.6% | +10.7% | -24.3% | -14.3% |
| 3M | +33.9% | +25.6% | +8.2% | +31.4% |
| 6M | +47.2% | -8.3% | +55.5% | +47.3% |
| YTD | +48.1% | +6.3% | +41.7% | +46.2% |
| 1Y | +33.7% | +22.1% | +11.6% | +30.3% |
| 3Y | +595.8% | +289.2% | +306.6% | +511.5% |
| 5Y | +314.4% | +531.7% | -217.3% | +242.7% |
| All | +367.4% | +1,066.8% | -699.4% | +289.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling