+27.9%
GAP vs GFI
+1,066.8%
-1,039.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +2.9% |
| 7D | -4.1% | -4.9% | +0.8% | -4.1% |
| 30D | +6.2% | +10.7% | -4.5% | +6.1% |
| 3M | -0.7% | +25.6% | -26.3% | -0.9% |
| 6M | -7.1% | -8.3% | +1.1% | -7.3% |
| YTD | -14.1% | +6.3% | -20.4% | -14.2% |
| 1Y | -8.5% | +22.1% | -30.6% | -8.6% |
| 3Y | +115.4% | +289.2% | -173.8% | +117.4% |
| 5Y | +9.8% | +531.7% | -521.8% | +11.9% |
| All | +27.9% | +1,066.8% | -1,039.0% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling