+25.9%
EOG vs GFI
+287.6%
-261.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +1.5% | -4.9% | +6.3% | +1.5% |
| 30D | +2.9% | +10.7% | -7.8% | +3.0% |
| 3M | +8.7% | +25.6% | -16.9% | +9.0% |
| 6M | +12.9% | -8.3% | +21.2% | +14.0% |
| YTD | +43.8% | +6.3% | +37.5% | +43.7% |
| 1Y | +27.1% | +22.1% | +5.0% | +25.4% |
| 3Y | +25.9% | +289.2% | -263.3% | +8.1% |
| All | +25.9% | +287.6% | -261.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling