+289.2%
GFI vs BBIO
+154.4%
+134.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -3.2% | -1.6% | -4.6% |
| 30D | +10.7% | -13.6% | +24.3% | +12.1% |
| 3M | +25.6% | +7.2% | +18.4% | +25.0% |
| 6M | -8.3% | +1.5% | -9.7% | -8.4% |
| YTD | +6.3% | -5.3% | +11.6% | +6.3% |
| 1Y | +22.1% | +37.7% | -15.6% | +20.1% |
| 3Y | +289.2% | +153.9% | +135.3% | +252.9% |
| All | +289.2% | +154.4% | +134.7% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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