+927.9%
GFI vs ALM
+8,394.4%
-7,466.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -0.4% |
| 7D | +5.7% | +8.4% | -2.8% | +5.7% |
| 30D | +15.6% | +34.8% | -19.2% | +15.6% |
| 3M | +31.5% | +16.2% | +15.3% | +31.5% |
| 6M | -3.7% | +2.1% | -5.9% | -3.7% |
| YTD | +11.2% | +117.0% | -105.8% | +11.5% |
| 1Y | +36.4% | +313.9% | -277.5% | +37.1% |
| 3Y | +313.5% | +2,327.9% | -2,014.4% | +320.3% |
| 5Y | +528.0% | +1,040.6% | -512.6% | +536.5% |
| 10Y | +1,021.4% | +3,219.4% | -2,198.0% | +1,056.6% |
| All | +927.9% | +8,394.4% | -7,466.5% | +1,038.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling