+2,039.4%
FTI vs GFI
+1,744.9%
+294.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.5% |
| 7D | -5.6% | -5.1% | -0.5% | -4.9% |
| 30D | +0.4% | +13.4% | -13.0% | -1.5% |
| 3M | +8.1% | +36.2% | -28.1% | +2.7% |
| 6M | +16.7% | -9.8% | +26.5% | +16.7% |
| YTD | +70.0% | +7.7% | +62.3% | +64.6% |
| 1Y | +85.4% | +27.2% | +58.2% | +73.9% |
| 3Y | +265.9% | +300.3% | -34.4% | +180.0% |
| 5Y | +1,072.7% | +539.8% | +533.0% | +702.0% |
| 10Y | +298.9% | +1,058.5% | -759.6% | +112.7% |
| All | +2,039.4% | +1,744.9% | +294.4% | +1,227.1% |
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