+603.0%
EAT vs GFI
+292.6%
+310.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -6.2% | -5.1% | -1.1% | -5.9% |
| 30D | -3.0% | +13.4% | -16.5% | -3.8% |
| 3M | +45.6% | +36.2% | +9.4% | +42.8% |
| 6M | +53.5% | -9.8% | +63.4% | +53.5% |
| YTD | +49.6% | +7.7% | +41.9% | +48.3% |
| 1Y | +38.9% | +27.2% | +11.7% | +36.8% |
| All | +603.0% | +292.6% | +310.4% | +525.2% |
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