+7.0%
GD vs GFI
-2.2%
+9.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.8% |
| 7D | -1.9% | +10.4% | -12.3% | -2.5% |
| 30D | +10.9% | +3.6% | +7.3% | +10.6% |
| 3M | -6.8% | -5.1% | -1.7% | -6.8% |
| 6M | +7.0% | -13.0% | +20.0% | +6.9% |
| YTD | +11.1% | -8.0% | +19.2% | +8.5% |
| 1Y | +7.0% | -5.0% | +12.1% | +4.5% |
| All | +7.0% | -2.2% | +9.2% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling