+43.0%
EXC vs GFI
+524.1%
-481.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | -3.6% | +10.7% | -14.4% | -4.2% |
| 3M | -4.3% | +25.6% | -29.9% | -5.6% |
| 6M | -9.9% | -8.3% | -1.7% | -9.9% |
| YTD | +1.8% | +6.3% | -4.5% | +0.4% |
| 1Y | +2.9% | +22.1% | -19.2% | +0.1% |
| 3Y | +19.1% | +289.2% | -270.1% | +3.8% |
| All | +43.0% | +524.1% | -481.1% | +17.1% |
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 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