+3,553.2%
FIX vs GFI
+1,288.5%
+2,264.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +9.4% | -8.7% | +18.1% | +10.0% |
| 30D | -27.8% | +0.6% | -28.4% | -27.8% |
| 3M | -35.6% | -7.5% | -28.1% | -35.4% |
| 6M | -45.2% | -18.3% | -26.9% | -44.9% |
| YTD | +19.5% | -13.8% | +33.3% | +20.0% |
| 1Y | +24.2% | -8.8% | +33.1% | +24.6% |
| 3Y | +494.2% | +215.8% | +278.3% | +480.3% |
| 5Y | +1,036.1% | +301.2% | +734.9% | +1,007.9% |
| All | +3,553.2% | +1,288.5% | +2,264.7% | +3,893.9% |
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