+67.7%
FERG vs GFI
+538.3%
-470.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.6% | -2.7% | +0.1% | -2.3% |
| 30D | -8.9% | +13.2% | -22.1% | -9.9% |
| 3M | -2.0% | +28.5% | -30.5% | -4.4% |
| 6M | -3.2% | -6.2% | +3.0% | -3.5% |
| YTD | +1.5% | +8.7% | -7.2% | -0.1% |
| 1Y | +0.5% | +24.8% | -24.4% | -2.4% |
| 3Y | +50.4% | +298.0% | -247.6% | +30.8% |
| All | +67.7% | +538.3% | -470.5% | +39.8% |
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 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