+1,499.8%
EL vs GFI
+763.8%
+736.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.9% |
| 7D | -2.4% | +4.7% | -7.1% | -2.6% |
| 30D | +13.7% | +14.4% | -0.8% | +13.0% |
| 3M | +14.5% | +32.5% | -18.0% | +12.9% |
| 6M | +7.4% | -7.2% | +14.6% | +7.4% |
| YTD | -4.7% | +10.9% | -15.6% | -5.6% |
| 1Y | +12.9% | +35.5% | -22.5% | +10.7% |
| 3Y | -32.2% | +312.1% | -344.4% | -37.3% |
| 5Y | -68.4% | +524.6% | -593.0% | -71.5% |
| 10Y | +28.3% | +1,092.7% | -1,064.5% | +9.9% |
| All | +1,499.8% | +763.8% | +736.0% | +1,199.2% |
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