+2,166.4%
FIX vs GFI
+512.6%
+1,653.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.5% | +4.7% | -1.2% | +2.9% |
| 30D | -3.5% | +14.4% | -17.9% | -5.2% |
| 3M | -11.8% | +32.5% | -44.3% | -15.2% |
| 6M | +17.8% | -7.2% | +24.9% | +17.5% |
| YTD | +73.3% | +10.9% | +62.5% | +69.9% |
| 1Y | +128.1% | +35.5% | +92.6% | +120.0% |
| 3Y | +772.7% | +312.1% | +460.5% | +666.0% |
| 5Y | +2,166.4% | +524.6% | +1,641.9% | +1,836.4% |
| All | +2,166.4% | +512.6% | +1,653.9% | +1,836.4% |
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