+12,471.5%
FIX vs GFI
+1,271.6%
+11,199.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +6.0% | +3.1% | +2.9% | +5.8% |
| 30D | -7.2% | +27.1% | -34.4% | -8.5% |
| 3M | -15.9% | +21.2% | -37.0% | -16.8% |
| 6M | +12.7% | -4.5% | +17.2% | +12.6% |
| YTD | +72.8% | +11.7% | +61.1% | +71.2% |
| 1Y | +122.9% | +46.0% | +76.8% | +118.1% |
| 3Y | +774.3% | +309.6% | +464.8% | +711.6% |
| 5Y | +2,049.5% | +506.0% | +1,543.4% | +1,843.6% |
| 10Y | +5,821.5% | +1,009.2% | +4,812.2% | +4,973.5% |
| All | +12,471.5% | +1,271.6% | +11,199.9% | +11,552.8% |
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 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