+1,966.9%
GFI vs BB
+261.2%
+1,705.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +4.7% | +1.8% | +2.9% | +4.6% |
| 30D | +14.4% | -12.2% | +26.7% | +15.2% |
| 3M | +32.5% | -12.3% | +44.8% | +33.1% |
| 6M | -7.2% | +122.7% | -129.9% | -11.7% |
| YTD | +10.9% | +104.5% | -93.6% | +5.9% |
| 1Y | +35.5% | +106.7% | -71.2% | +29.1% |
| 3Y | +312.1% | +70.0% | +242.2% | +290.7% |
| 5Y | +524.6% | -27.8% | +552.4% | +508.5% |
| 10Y | +1,092.7% | +2.4% | +1,090.4% | +989.1% |
| All | +1,966.9% | +261.2% | +1,705.8% | +2,107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling