-17.2%
F vs GFI
+300.1%
-317.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.1% | -8.7% | +5.6% | -2.5% |
| 30D | 0.0% | +0.6% | -0.6% | -0.1% |
| 3M | -13.2% | -7.5% | -5.7% | -12.9% |
| 6M | -10.2% | -18.3% | +8.1% | -9.4% |
| YTD | -4.9% | -13.8% | +8.9% | -4.5% |
| 1Y | -6.1% | -8.8% | +2.8% | -6.0% |
| 3Y | +46.0% | +215.8% | -169.9% | +35.4% |
| All | -17.2% | +300.1% | -317.3% | -23.4% |
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