+539.8%
GFI vs ALM
+856.4%
-316.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -1.4% |
| 7D | -5.1% | -7.1% | +2.0% | -4.2% |
| 30D | +13.4% | +24.7% | -11.2% | +9.7% |
| 3M | +36.2% | +8.3% | +27.9% | +33.5% |
| 6M | -9.8% | -22.2% | +12.3% | -8.5% |
| YTD | +7.7% | +88.1% | -80.4% | -0.8% |
| 1Y | +27.2% | +272.4% | -245.2% | +8.5% |
| 3Y | +300.3% | +2,004.1% | -1,703.8% | +184.1% |
| 5Y | +539.8% | +915.8% | -376.0% | +375.6% |
| All | +539.8% | +856.4% | -316.6% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling