+46.0%
GFI vs BTG
+38.4%
+7.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.7% |
| 30D | +27.1% | +36.8% | -9.7% | -1.5% |
| 3M | +21.2% | +23.1% | -1.9% | +2.3% |
| 6M | -4.5% | +3.5% | -8.0% | -8.5% |
| YTD | +11.7% | +25.5% | -13.8% | -8.6% |
| 1Y | +46.0% | +40.1% | +6.0% | +17.2% |
| All | +46.0% | +38.4% | +7.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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