+270.5%
FTI vs GFI
+287.6%
-17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -4.4% | -4.9% | +0.5% | -4.1% |
| 30D | +1.5% | +10.7% | -9.2% | +0.8% |
| 3M | +8.2% | +25.6% | -17.4% | +6.2% |
| 6M | +18.8% | -8.3% | +27.1% | +19.1% |
| YTD | +71.7% | +6.3% | +65.4% | +69.3% |
| 1Y | +90.0% | +22.1% | +68.0% | +84.5% |
| 3Y | +270.5% | +289.2% | -18.7% | +217.8% |
| All | +270.5% | +287.6% | -17.1% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling