+1,010.9%
GFI vs ALM
+2,589.2%
-1,578.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.7% |
| 7D | -4.9% | -11.8% | +7.0% | -3.8% |
| 30D | +10.7% | +7.8% | +2.9% | +9.9% |
| 3M | +25.6% | -9.3% | +34.9% | +26.1% |
| 6M | -8.3% | -30.5% | +22.2% | -6.4% |
| YTD | +6.3% | +75.8% | -69.5% | +1.6% |
| 1Y | +22.1% | +241.2% | -219.1% | +11.3% |
| 3Y | +289.2% | +1,872.6% | -1,583.4% | +216.0% |
| 5Y | +531.7% | +849.6% | -317.9% | +422.6% |
| All | +1,010.9% | +2,589.2% | -1,578.4% | +804.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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