+47.1%
FE vs GFI
+304.2%
-257.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +4.7% | -4.9% | -0.4% |
| 30D | -1.2% | +14.4% | -15.6% | -2.0% |
| 3M | +1.7% | +32.5% | -30.9% | -0.1% |
| 6M | -7.5% | -7.2% | -0.3% | -7.4% |
| YTD | +6.3% | +10.9% | -4.5% | +4.8% |
| 1Y | +10.9% | +35.5% | -24.6% | +7.2% |
| All | +47.1% | +304.2% | -257.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling