+104.5%
ED vs GFI
+1,066.8%
-962.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | -0.4% | +10.7% | -11.1% | -0.8% |
| 3M | +0.5% | +25.6% | -25.2% | -0.5% |
| 6M | -3.1% | -8.3% | +5.1% | -3.1% |
| YTD | +9.8% | +6.3% | +3.5% | +9.0% |
| 1Y | +12.6% | +22.1% | -9.5% | +10.8% |
| 3Y | +31.4% | +289.2% | -257.8% | +22.1% |
| 5Y | +69.4% | +531.7% | -462.2% | +54.0% |
| All | +104.5% | +1,066.8% | -962.4% | +87.3% |
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