+147.5%
GE vs GFI
+1,066.8%
-919.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -4.0% | -4.9% | +0.9% | -3.9% |
| 30D | -11.4% | +10.7% | -22.1% | -11.7% |
| 3M | -2.6% | +25.6% | -28.2% | -3.3% |
| 6M | -0.3% | -8.3% | +7.9% | -0.5% |
| YTD | +5.4% | +6.3% | -0.9% | +4.9% |
| 1Y | +15.5% | +22.1% | -6.5% | +14.8% |
| 3Y | +260.8% | +289.2% | -28.4% | +254.7% |
| 5Y | +421.6% | +531.7% | -110.0% | +416.4% |
| All | +147.5% | +1,066.8% | -919.4% | +158.0% |
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