+6,167.6%
EW vs GFI
+2,097.2%
+4,070.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.1% | +4.7% | -9.8% | -5.3% |
| 30D | -6.4% | +14.4% | -20.8% | -6.9% |
| 3M | -1.6% | +32.5% | -34.1% | -2.7% |
| 6M | +2.3% | -7.2% | +9.4% | +2.3% |
| YTD | +1.1% | +10.9% | -9.8% | +0.3% |
| 1Y | +8.0% | +35.5% | -27.5% | +6.2% |
| 3Y | +16.3% | +312.1% | -295.8% | +9.1% |
| 5Y | -29.4% | +524.6% | -554.0% | -35.2% |
| 10Y | +125.6% | +1,092.7% | -967.1% | +100.1% |
| All | +6,167.6% | +2,097.2% | +4,070.4% | +5,735.2% |
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 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