+2,357.9%
EXC vs GFI
+685.3%
+1,672.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | +1.2% | +5.7% | -4.4% | +1.0% |
| 30D | -2.7% | +15.6% | -18.3% | -3.5% |
| 3M | -1.0% | +31.5% | -32.5% | -2.5% |
| 6M | -9.3% | -3.7% | -5.5% | -9.5% |
| YTD | +3.6% | +11.2% | -7.6% | +2.3% |
| 1Y | +5.9% | +36.4% | -30.5% | +3.2% |
| 3Y | +21.3% | +313.5% | -292.2% | +10.6% |
| 5Y | +46.2% | +528.0% | -481.8% | +29.0% |
| 10Y | +151.5% | +1,021.4% | -870.0% | +109.5% |
| All | +2,357.9% | +685.3% | +1,672.6% | +1,974.3% |
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