+85.2%
F vs GFI
+1,081.9%
-996.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.3% |
| 7D | -3.7% | -5.1% | +1.5% | -3.5% |
| 30D | -0.7% | +13.4% | -14.1% | -1.3% |
| 3M | -1.9% | +36.2% | -38.1% | -3.3% |
| 6M | +16.1% | -9.8% | +25.9% | +16.1% |
| YTD | +9.5% | +7.7% | +1.8% | +8.7% |
| 1Y | +27.2% | +27.2% | 0.0% | +25.4% |
| 3Y | +36.3% | +300.3% | -264.0% | +28.2% |
| 5Y | +49.3% | +539.8% | -490.5% | +36.8% |
| All | +85.2% | +1,081.9% | -996.6% | +76.3% |
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 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