+33.1%
GDDY vs GFI
+287.6%
-254.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.8% |
| 7D | -3.2% | -4.9% | +1.7% | -3.2% |
| 30D | +6.8% | +10.7% | -3.9% | +6.9% |
| 3M | +30.5% | +25.6% | +4.8% | +30.6% |
| 6M | +13.3% | -8.3% | +21.6% | +13.3% |
| YTD | -21.0% | +6.3% | -27.3% | -21.4% |
| 1Y | -34.0% | +22.1% | -56.1% | -34.7% |
| 3Y | +33.1% | +289.2% | -256.1% | +18.3% |
| All | +33.1% | +287.6% | -254.6% | +18.3% |
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