+2,228.5%
ED vs GFI
+685.3%
+1,543.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.9% |
| 7D | +0.5% | +5.7% | -5.1% | +0.4% |
| 30D | +1.1% | +15.6% | -14.5% | +0.7% |
| 3M | +4.6% | +31.5% | -26.9% | +3.8% |
| 6M | -2.0% | -3.7% | +1.8% | -2.1% |
| YTD | +11.7% | +11.2% | +0.5% | +11.0% |
| 1Y | +15.7% | +36.4% | -20.6% | +14.2% |
| 3Y | +34.4% | +313.5% | -279.2% | +28.2% |
| 5Y | +67.3% | +528.0% | -460.7% | +57.3% |
| 10Y | +104.0% | +1,021.4% | -917.4% | +86.5% |
| All | +2,228.5% | +685.3% | +1,543.2% | +2,098.2% |
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 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