+110.0%
FE vs GFI
+1,093.3%
-983.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | -1.9% | +13.2% | -15.1% | -2.5% |
| 3M | -0.2% | +28.5% | -28.7% | -1.6% |
| 6M | -7.1% | -6.2% | -0.9% | -7.2% |
| YTD | +6.1% | +8.7% | -2.6% | +5.0% |
| 1Y | +10.1% | +24.8% | -14.8% | +7.8% |
| 3Y | +46.9% | +298.0% | -251.2% | +34.2% |
| 5Y | +50.0% | +546.0% | -496.0% | +33.3% |
| All | +110.0% | +1,093.3% | -983.4% | +92.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling