+576.2%
FE vs GFI
+1,433.0%
-856.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +1.9% | +3.1% | -1.2% | +1.8% |
| 30D | -1.2% | +27.1% | -28.3% | -2.5% |
| 3M | +3.5% | +21.2% | -17.7% | +2.2% |
| 6M | -6.1% | -4.5% | -1.6% | -6.3% |
| YTD | +7.6% | +11.7% | -4.1% | +6.2% |
| 1Y | +11.9% | +46.0% | -34.1% | +8.4% |
| 3Y | +48.4% | +309.6% | -261.1% | +34.3% |
| 5Y | +44.8% | +506.0% | -461.2% | +26.6% |
| 10Y | +115.9% | +1,009.2% | -893.3% | +75.7% |
| All | +576.2% | +1,433.0% | -856.8% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling