+606.9%
GEV vs GFI
+212.4%
+394.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | -1.9% | -5.1% | +3.2% | -0.9% |
| 30D | -8.7% | +13.4% | -22.1% | -11.0% |
| 3M | +6.6% | +36.2% | -29.6% | -0.3% |
| 6M | +10.2% | -9.8% | +20.0% | +10.7% |
| YTD | +41.6% | +7.7% | +34.0% | +37.3% |
| 1Y | +43.9% | +27.2% | +16.7% | +35.0% |
| All | +606.9% | +212.4% | +394.5% | +467.0% |
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 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