-4.7%
ES vs GFI
+515.1%
-519.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -3.5% | -5.1% | +1.7% | -3.1% |
| 30D | -3.0% | +13.4% | -16.4% | -4.1% |
| 3M | -0.3% | +36.2% | -36.5% | -3.1% |
| 6M | -5.2% | -9.8% | +4.7% | -5.0% |
| YTD | +4.8% | +7.7% | -2.9% | +3.0% |
| 1Y | +12.7% | +27.2% | -14.5% | +8.6% |
| 3Y | +27.5% | +300.3% | -272.8% | +8.2% |
| 5Y | -4.7% | +539.8% | -544.5% | -23.2% |
| All | -4.7% | +515.1% | -519.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling