+233.0%
EQIX vs GFI
+2,438.4%
-2,205.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.7% |
| 7D | -1.6% | -5.1% | +3.5% | -1.3% |
| 30D | -0.4% | +13.4% | -13.8% | -1.3% |
| 3M | -0.9% | +36.2% | -37.2% | -3.2% |
| 6M | +8.1% | -9.8% | +17.9% | +8.3% |
| YTD | +35.7% | +7.7% | +28.0% | +33.7% |
| 1Y | +34.0% | +27.2% | +6.8% | +30.1% |
| 3Y | +41.4% | +300.3% | -258.9% | +25.0% |
| 5Y | +34.0% | +539.8% | -505.8% | +13.2% |
| 10Y | +242.4% | +1,058.5% | -816.1% | +166.3% |
| All | +233.0% | +2,438.4% | -2,205.4% | +203.4% |
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