+23.6%
EOG vs GFI
+45.3%
-21.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | +1.3% | +3.1% | -1.8% | +1.7% |
| 30D | +8.2% | +27.1% | -18.9% | +11.1% |
| 3M | +3.8% | +21.2% | -17.3% | +7.1% |
| 6M | +15.3% | -4.5% | +19.8% | +18.4% |
| YTD | +41.7% | +11.7% | +30.0% | +46.0% |
| 1Y | +23.6% | +46.0% | -22.5% | +32.0% |
| All | +23.6% | +45.3% | -21.7% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling