+1,301.2%
FERG vs GFI
+455.3%
+846.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -1.0% | -5.1% | +4.1% | -0.9% |
| 30D | -11.8% | +13.4% | -25.2% | -12.1% |
| 3M | -1.2% | +36.2% | -37.5% | -1.9% |
| 6M | -2.3% | -9.8% | +7.5% | -2.4% |
| YTD | +0.8% | +7.7% | -6.9% | +0.5% |
| 1Y | +0.5% | +27.2% | -26.7% | -0.1% |
| 3Y | +51.4% | +300.3% | -248.9% | +48.2% |
| 5Y | +67.5% | +539.8% | -472.3% | +63.8% |
| 10Y | +348.1% | +1,058.5% | -710.4% | +348.2% |
| All | +1,301.2% | +455.3% | +846.0% | +1,405.2% |
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