+2,092.4%
GAP vs GFI
+682.6%
+1,409.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.5% |
| 7D | -3.2% | +4.7% | -7.9% | -3.3% |
| 30D | -0.7% | +14.4% | -15.1% | -1.2% |
| 3M | -0.5% | +32.5% | -33.0% | -1.6% |
| 6M | -5.0% | -7.2% | +2.2% | -5.0% |
| YTD | -14.7% | +10.9% | -25.5% | -15.4% |
| 1Y | -8.6% | +35.5% | -44.1% | -10.1% |
| 3Y | +108.4% | +312.1% | -203.8% | +96.0% |
| 5Y | +5.8% | +524.6% | -518.8% | -2.9% |
| 10Y | +29.6% | +1,092.7% | -1,063.1% | +13.6% |
| All | +2,092.4% | +682.6% | +1,409.8% | +1,709.1% |
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