+1,895.6%
GFI vs BG
+1,169.9%
+725.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.8% |
| 7D | -4.9% | +3.1% | -8.0% | -5.6% |
| 30D | +10.7% | +10.2% | +0.5% | +7.7% |
| 3M | +25.6% | -1.7% | +27.3% | +25.4% |
| 6M | -8.3% | +1.0% | -9.2% | -9.4% |
| YTD | +6.3% | +39.9% | -33.6% | -3.4% |
| 1Y | +22.1% | +53.2% | -31.1% | +8.1% |
| 3Y | +289.2% | +16.3% | +272.9% | +263.6% |
| 5Y | +531.7% | +83.9% | +447.8% | +408.4% |
| 10Y | +1,043.8% | +165.1% | +878.7% | +666.6% |
| All | +1,895.6% | +1,169.9% | +725.7% | +1,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling