+1,036.1%
GFI vs BG
+166.7%
+869.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | +13.2% | +10.2% | +3.0% | +11.6% |
| 3M | +28.5% | -1.7% | +30.2% | +28.4% |
| 6M | -6.2% | +1.0% | -7.2% | -6.8% |
| YTD | +8.7% | +39.9% | -31.2% | +3.2% |
| 1Y | +24.8% | +53.2% | -28.4% | +17.0% |
| 3Y | +298.0% | +16.3% | +281.8% | +283.7% |
| 5Y | +546.0% | +83.9% | +462.1% | +479.7% |
| All | +1,036.1% | +166.7% | +869.4% | +770.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling