+1,010.9%
GFI vs BIIB
-26.2%
+1,037.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | +10.7% | +4.0% | +6.8% | +10.4% |
| 3M | +25.6% | +8.6% | +17.0% | +24.7% |
| 6M | -8.3% | +14.0% | -22.3% | -9.4% |
| YTD | +6.3% | +23.4% | -17.1% | +4.2% |
| 1Y | +22.1% | +45.9% | -23.8% | +18.0% |
| 3Y | +289.2% | -16.1% | +305.3% | +293.0% |
| 5Y | +531.7% | -27.6% | +559.2% | +533.8% |
| All | +1,010.9% | -26.2% | +1,037.0% | +1,068.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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