+351.3%
FERG vs GFI
+1,066.8%
-715.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -2.6% | -4.9% | +2.3% | -2.4% |
| 30D | -8.9% | +10.7% | -19.6% | -9.3% |
| 3M | -2.0% | +25.6% | -27.7% | -3.0% |
| 6M | -3.2% | -8.3% | +5.1% | -3.3% |
| YTD | +1.5% | +6.3% | -4.8% | +1.0% |
| 1Y | +0.5% | +22.1% | -21.6% | -0.5% |
| 3Y | +50.4% | +289.2% | -238.8% | +44.2% |
| 5Y | +68.7% | +531.7% | -463.0% | +60.5% |
| All | +351.3% | +1,066.8% | -715.5% | +341.9% |
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