+192.2%
GD vs GFI
+1,023.9%
-831.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -3.1% | +4.7% | -7.8% | -3.3% |
| 30D | -10.9% | +14.4% | -25.4% | -11.3% |
| 3M | +2.5% | +32.5% | -30.0% | +1.5% |
| 6M | -1.7% | -7.2% | +5.5% | -1.8% |
| YTD | +6.1% | +10.9% | -4.7% | +5.4% |
| 1Y | +11.7% | +35.5% | -23.8% | +10.3% |
| 3Y | +71.8% | +312.1% | -240.3% | +64.8% |
| 5Y | +92.2% | +524.6% | -432.4% | +82.9% |
| 10Y | +192.2% | +1,092.7% | -900.6% | +190.1% |
| All | +192.2% | +1,023.9% | -831.7% | +190.1% |
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 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