+13.5%
EQX vs GFI
+29.3%
-15.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.9% |
| 7D | -3.2% | -2.7% | -0.5% | -1.0% |
| 30D | +7.8% | +13.2% | -5.5% | -2.3% |
| 3M | +21.3% | +28.5% | -7.1% | -1.2% |
| 6M | -22.4% | -6.2% | -16.2% | -19.4% |
| YTD | -11.3% | +8.7% | -20.0% | -16.0% |
| 1Y | +13.5% | +24.8% | -11.3% | -1.3% |
| All | +13.5% | +29.3% | -15.8% | -1.3% |
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 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