+56.2%
GD vs GFI
+214.8%
-158.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.7% | -8.7% | +11.4% | +3.1% |
| 30D | +8.6% | +0.6% | +8.0% | +8.5% |
| 3M | -7.1% | -7.5% | +0.4% | -7.0% |
| 6M | +7.5% | -18.3% | +25.8% | +7.9% |
| YTD | +9.9% | -13.8% | +23.7% | +9.6% |
| 1Y | +7.6% | -8.8% | +16.4% | +6.9% |
| 3Y | +56.2% | +215.8% | -159.6% | +46.3% |
| All | +56.2% | +214.8% | -158.6% | +46.3% |
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