+0.5%
FERG vs GFI
+26.4%
-26.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.6% | -4.9% | +2.3% | -1.9% |
| 30D | -8.9% | +10.7% | -19.6% | -10.2% |
| 3M | -2.0% | +25.6% | -27.7% | -5.4% |
| 6M | -3.2% | -8.3% | +5.1% | -3.9% |
| YTD | +1.5% | +6.3% | -4.8% | +0.1% |
| 1Y | +0.5% | +22.1% | -21.6% | -3.8% |
| All | +0.5% | +26.4% | -26.0% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling