+7,728.9%
EOG vs GFI
+660.1%
+7,068.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | +1.0% | -5.1% | +6.2% | +1.5% |
| 30D | +2.8% | +13.4% | -10.6% | +1.4% |
| 3M | +5.9% | +36.2% | -30.3% | +2.1% |
| 6M | +17.1% | -9.8% | +26.9% | +16.7% |
| YTD | +43.9% | +7.7% | +36.3% | +40.2% |
| 1Y | +26.9% | +27.2% | -0.3% | +20.6% |
| 3Y | +23.6% | +300.3% | -276.7% | +1.5% |
| 5Y | +178.1% | +539.8% | -361.7% | +111.9% |
| 10Y | +119.8% | +1,058.5% | -938.7% | +43.1% |
| All | +7,728.9% | +660.1% | +7,068.8% | +4,499.3% |
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