+289.2%
GFI vs BR
-5.3%
+294.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.7% |
| 30D | +10.7% | -0.3% | +11.0% | +10.9% |
| 3M | +25.6% | +17.3% | +8.3% | +25.0% |
| 6M | -8.3% | -6.7% | -1.6% | -6.9% |
| YTD | +6.3% | -23.4% | +29.8% | +12.1% |
| 1Y | +22.1% | -32.7% | +54.7% | +33.8% |
| 3Y | +289.2% | -5.9% | +295.1% | +309.9% |
| All | +289.2% | -5.3% | +294.5% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling