+27.1%
EOG vs GFI
+26.4%
+0.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +1.5% | -4.9% | +6.3% | +1.0% |
| 30D | +2.9% | +10.7% | -7.8% | +4.1% |
| 3M | +8.7% | +25.6% | -16.9% | +12.1% |
| 6M | +12.9% | -8.3% | +21.2% | +15.4% |
| YTD | +43.8% | +6.3% | +37.5% | +47.5% |
| 1Y | +27.1% | +22.1% | +5.0% | +33.2% |
| All | +27.1% | +26.4% | +0.6% | +33.2% |
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 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