+47.6%
FE vs GFI
+512.6%
-465.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +4.7% | -4.9% | -0.5% |
| 30D | -1.2% | +14.4% | -15.6% | -2.1% |
| 3M | +1.7% | +32.5% | -30.9% | -0.4% |
| 6M | -7.5% | -7.2% | -0.3% | -7.5% |
| YTD | +6.3% | +10.9% | -4.5% | +4.6% |
| 1Y | +10.9% | +35.5% | -24.6% | +6.9% |
| 3Y | +46.9% | +312.1% | -265.2% | +27.2% |
| 5Y | +47.6% | +524.6% | -477.0% | +23.2% |
| All | +47.6% | +512.6% | -465.0% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling