+123.4%
FE vs GFI
+1,288.5%
-1,165.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.2% | -8.7% | +9.9% | +1.6% |
| 30D | +4.5% | +0.6% | +3.9% | +4.4% |
| 3M | +1.3% | -7.5% | +8.8% | +1.5% |
| 6M | +8.7% | -18.3% | +27.0% | +9.3% |
| YTD | +9.2% | -13.8% | +23.0% | +9.1% |
| 1Y | +7.0% | -8.8% | +15.8% | +6.5% |
| 3Y | +51.4% | +215.8% | -164.5% | +40.7% |
| 5Y | +47.7% | +301.2% | -253.5% | +34.8% |
| All | +123.4% | +1,288.5% | -1,165.1% | +105.2% |
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