+1,036.1%
GFI vs BR
+189.7%
+846.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +13.2% | -0.3% | +13.5% | +13.3% |
| 3M | +28.5% | +17.3% | +11.2% | +25.3% |
| 6M | -6.2% | -6.7% | +0.5% | -5.3% |
| YTD | +8.7% | -23.4% | +32.2% | +13.3% |
| 1Y | +24.8% | -32.7% | +57.5% | +33.5% |
| 3Y | +298.0% | -5.9% | +303.9% | +297.5% |
| 5Y | +546.0% | +8.4% | +537.6% | +520.6% |
| All | +1,036.1% | +189.7% | +846.4% | +889.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling