+155.8%
EXC vs GFI
+1,066.8%
-911.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | -1.1% | -4.9% | +3.8% | -0.8% |
| 30D | -3.6% | +10.7% | -14.4% | -4.3% |
| 3M | -4.3% | +25.6% | -29.9% | -5.8% |
| 6M | -9.9% | -8.3% | -1.7% | -9.9% |
| YTD | +1.8% | +6.3% | -4.5% | +0.3% |
| 1Y | +2.9% | +22.1% | -19.2% | +0.1% |
| 3Y | +19.1% | +289.2% | -270.1% | +4.9% |
| 5Y | +44.8% | +531.7% | -486.8% | +21.0% |
| All | +155.8% | +1,066.8% | -911.0% | +114.1% |
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