+5.3%
ES vs GFI
+300.1%
-294.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | -8.7% | +11.4% | +3.4% |
| 30D | +7.6% | +0.6% | +7.0% | +7.4% |
| 3M | +0.5% | -7.5% | +8.0% | +0.7% |
| 6M | +7.6% | -18.3% | +25.9% | +8.6% |
| YTD | +10.2% | -13.8% | +24.0% | +10.0% |
| 1Y | +1.8% | -8.8% | +10.7% | +1.0% |
| 3Y | +55.4% | +215.8% | -160.5% | +34.2% |
| All | +5.3% | +300.1% | -294.7% | -11.5% |
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