+162.1%
EQX vs GFI
+287.6%
-125.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | -3.2% | -4.9% | +1.7% | +0.1% |
| 30D | +7.8% | +10.7% | -3.0% | +0.8% |
| 3M | +21.3% | +25.6% | -4.3% | +4.0% |
| 6M | -22.4% | -8.3% | -14.2% | -18.1% |
| YTD | -11.3% | +6.3% | -17.6% | -13.9% |
| 1Y | +13.5% | +22.1% | -8.6% | +1.1% |
| 3Y | +162.1% | +289.2% | -127.1% | +12.2% |
| All | +162.1% | +287.6% | -125.5% | +12.2% |
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