+2,780.0%
GE vs GFI
+682.6%
+2,097.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.2% | +4.7% | -5.9% | -1.4% |
| 30D | -11.3% | +14.4% | -25.7% | -11.7% |
| 3M | -1.4% | +32.5% | -33.9% | -2.5% |
| 6M | +1.2% | -7.2% | +8.4% | +1.2% |
| YTD | +5.9% | +10.9% | -4.9% | +5.2% |
| 1Y | +18.4% | +35.5% | -17.1% | +16.6% |
| 3Y | +271.0% | +312.1% | -41.1% | +250.4% |
| 5Y | +417.9% | +524.6% | -106.6% | +379.4% |
| 10Y | +152.0% | +1,092.7% | -940.8% | +122.4% |
| All | +2,780.0% | +682.6% | +2,097.4% | +2,500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling