+1,243.3%
ES vs GFI
+688.7%
+554.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.3% | +3.1% | -2.8% | +0.2% |
| 30D | -2.0% | +27.1% | -29.1% | -2.8% |
| 3M | +1.7% | +21.2% | -19.5% | +0.8% |
| 6M | -3.5% | -4.5% | +1.0% | -3.7% |
| YTD | +7.9% | +11.7% | -3.8% | +7.0% |
| 1Y | +17.2% | +46.0% | -28.9% | +15.0% |
| 3Y | +29.3% | +309.6% | -280.2% | +21.8% |
| 5Y | -5.7% | +506.0% | -511.8% | -12.9% |
| 10Y | +85.2% | +1,009.2% | -924.0% | +65.7% |
| All | +1,243.3% | +688.7% | +554.5% | +1,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling