+8.4%
GFI vs BB
+88.0%
-79.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.6% | +5.5% |
| 7D | +1.4% | -6.8% | +8.2% | +2.2% |
| 30D | +3.0% | -3.5% | +6.5% | +3.3% |
| 3M | +10.2% | -1.2% | +11.4% | +10.1% |
| 6M | -10.1% | +57.0% | -67.1% | -16.5% |
| YTD | -11.4% | +131.1% | -142.5% | -25.8% |
| 1Y | +8.4% | +87.6% | -79.2% | -2.1% |
| All | +8.4% | +88.0% | -79.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling