+47.1%
EQT vs GFI
+1,093.3%
-1,046.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | 0.0% | +13.2% | -13.2% | -0.5% |
| 3M | +5.9% | +28.5% | -22.5% | +4.7% |
| 6M | -14.8% | -6.2% | -8.6% | -14.9% |
| YTD | +1.8% | +8.7% | -7.0% | +0.8% |
| 1Y | +7.4% | +24.8% | -17.5% | +5.5% |
| 3Y | +33.6% | +298.0% | -264.4% | +24.5% |
| 5Y | +199.3% | +546.0% | -346.7% | +177.6% |
| All | +47.1% | +1,093.3% | -1,046.2% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling