+74.4%
GD vs GFI
+317.7%
-243.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.3% | +3.1% | -8.4% | -5.4% |
| 30D | -6.4% | +27.1% | -33.5% | -7.8% |
| 3M | +5.7% | +21.2% | -15.5% | +4.2% |
| 6M | -0.9% | -4.5% | +3.6% | -1.3% |
| YTD | +8.2% | +11.7% | -3.6% | +6.6% |
| 1Y | +13.4% | +46.0% | -32.6% | +9.8% |
| All | +74.4% | +317.7% | -243.3% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling