+615.0%
F vs GFI
+688.7%
-73.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.5% |
| 7D | +5.3% | +3.1% | +2.2% | +5.2% |
| 30D | +4.6% | +27.1% | -22.5% | +3.7% |
| 3M | -3.7% | +21.2% | -24.8% | -4.4% |
| 6M | +16.8% | -4.5% | +21.3% | +16.7% |
| YTD | +15.3% | +11.7% | +3.6% | +14.5% |
| 1Y | +31.0% | +46.0% | -15.0% | +28.8% |
| 3Y | +45.4% | +309.6% | -264.1% | +37.5% |
| 5Y | +54.7% | +506.0% | -451.4% | +43.2% |
| 10Y | +98.2% | +1,009.2% | -911.0% | +76.9% |
| All | +615.0% | +688.7% | -73.7% | +572.5% |
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 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