-75.0%
FRSH vs GFI
+524.1%
-599.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -6.6% | -4.9% | -1.7% | -6.4% |
| 30D | +2.1% | +10.7% | -8.6% | +1.7% |
| 3M | +29.0% | +25.6% | +3.3% | +27.7% |
| 6M | +48.6% | -8.3% | +56.9% | +49.0% |
| YTD | -2.9% | +6.3% | -9.2% | -4.4% |
| 1Y | -7.9% | +22.1% | -30.0% | -10.9% |
| 3Y | -46.5% | +289.2% | -335.7% | -55.3% |
| All | -75.0% | +524.1% | -599.1% | -82.7% |
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