+46.1%
FE vs GFI
+304.5%
-258.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.7% | +0.2% |
| 7D | -0.3% | -5.4% | +5.1% | 0.0% |
| 30D | +3.9% | -1.5% | +5.4% | +3.9% |
| 3M | -0.1% | -10.2% | +10.1% | +0.3% |
| 6M | +6.1% | -19.3% | +25.3% | +7.0% |
| YTD | +8.1% | -13.7% | +21.8% | +7.8% |
| 1Y | +4.4% | -12.1% | +16.6% | +3.9% |
| 3Y | +49.0% | +208.4% | -159.3% | +31.5% |
| 5Y | +46.1% | +301.4% | -255.3% | +26.7% |
| All | +46.1% | +304.5% | -258.4% | +26.7% |
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