+46.0%
GFI vs BR
-29.1%
+75.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -2.3% |
| 7D | +3.1% | -5.3% | +8.4% | +1.8% |
| 30D | +27.1% | +6.4% | +20.7% | +29.6% |
| 3M | +21.2% | +13.6% | +7.5% | +26.0% |
| 6M | -4.5% | -6.7% | +2.2% | -8.1% |
| YTD | +11.7% | -21.1% | +32.8% | +3.1% |
| 1Y | +46.0% | -29.6% | +75.6% | +48.9% |
| All | +46.0% | -29.1% | +75.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling