+298.0%
GFI vs BRKR
-11.8%
+309.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.7% | -8.7% | +6.0% | -1.5% |
| 30D | +13.2% | -9.9% | +23.1% | +14.9% |
| 3M | +28.5% | -3.1% | +31.6% | +28.4% |
| 6M | -6.2% | +45.5% | -51.7% | -10.6% |
| YTD | +8.7% | +13.7% | -5.0% | +4.9% |
| 1Y | +24.8% | +67.4% | -42.6% | +18.9% |
| 3Y | +298.0% | -13.2% | +311.2% | +305.0% |
| All | +298.0% | -11.8% | +309.8% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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