+289.2%
GFI vs BB
+64.9%
+224.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | +10.7% | -12.5% | +23.3% | +12.4% |
| 3M | +25.6% | -17.4% | +43.1% | +27.4% |
| 6M | -8.3% | +119.1% | -127.4% | -18.7% |
| YTD | +6.3% | +102.4% | -96.1% | -4.8% |
| 1Y | +22.1% | +98.2% | -76.1% | +9.1% |
| 3Y | +289.2% | +46.9% | +242.3% | +215.4% |
| All | +289.2% | +64.9% | +224.2% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling