+326.3%
GFI vs BR
+1,278.7%
-952.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.9% | -3.0% | -1.9% | -4.2% |
| 30D | +10.7% | -0.3% | +11.0% | +10.8% |
| 3M | +25.6% | +17.3% | +8.3% | +20.5% |
| 6M | -8.3% | -6.7% | -1.6% | -7.3% |
| YTD | +6.3% | -23.4% | +29.8% | +12.3% |
| 1Y | +22.1% | -32.7% | +54.7% | +33.2% |
| 3Y | +289.2% | -5.9% | +295.1% | +286.2% |
| 5Y | +531.7% | +8.4% | +523.2% | +497.0% |
| 10Y | +1,043.8% | +189.2% | +854.6% | +688.5% |
| All | +326.3% | +1,278.7% | -952.4% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling