+110.0%
FE vs GFI
+1,066.8%
-956.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | -1.9% | +10.7% | -12.6% | -2.4% |
| 3M | -0.2% | +25.6% | -25.8% | -1.5% |
| 6M | -7.1% | -8.3% | +1.2% | -7.1% |
| YTD | +6.1% | +6.3% | -0.2% | +5.1% |
| 1Y | +10.1% | +22.1% | -12.0% | +7.9% |
| 3Y | +46.9% | +289.2% | -242.3% | +34.4% |
| 5Y | +50.0% | +531.7% | -481.6% | +33.4% |
| All | +110.0% | +1,066.8% | -956.9% | +93.0% |
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