+43.7%
F vs GFI
+512.6%
-468.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -4.9% | +4.7% | -9.6% | -5.1% |
| 30D | -2.9% | +14.4% | -17.3% | -3.7% |
| 3M | -9.1% | +32.5% | -41.6% | -10.7% |
| 6M | +12.9% | -7.2% | +20.1% | +12.7% |
| YTD | +6.1% | +10.9% | -4.8% | +5.0% |
| 1Y | +22.5% | +35.5% | -12.9% | +20.0% |
| 3Y | +32.1% | +312.1% | -280.1% | +21.8% |
| 5Y | +43.7% | +524.6% | -480.8% | +38.5% |
| All | +43.7% | +512.6% | -468.9% | +38.5% |
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