+117.8%
EW vs GFI
+1,066.8%
-949.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -6.2% | -4.9% | -1.3% | -5.9% |
| 30D | -9.3% | +10.7% | -20.1% | -9.8% |
| 3M | -1.6% | +25.6% | -27.2% | -2.9% |
| 6M | -0.8% | -8.3% | +7.4% | -0.8% |
| YTD | -1.0% | +6.3% | -7.3% | -1.9% |
| 1Y | +8.2% | +22.1% | -13.9% | +6.2% |
| 3Y | +12.7% | +289.2% | -276.5% | +3.1% |
| 5Y | -30.2% | +531.7% | -561.9% | -37.9% |
| All | +117.8% | +1,066.8% | -949.1% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling