+1,036.1%
GFI vs BTG
+159.3%
+876.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -2.7% | -3.8% | +1.1% | +0.2% |
| 30D | +13.2% | +3.6% | +9.6% | +10.0% |
| 3M | +28.5% | +32.0% | -3.5% | +1.7% |
| 6M | -6.2% | +3.4% | -9.5% | -11.2% |
| YTD | +8.7% | +20.8% | -12.1% | -9.2% |
| 1Y | +24.8% | +22.4% | +2.4% | +2.8% |
| 3Y | +298.0% | +91.7% | +206.3% | +117.1% |
| 5Y | +546.0% | +79.0% | +467.0% | +267.1% |
| All | +1,036.1% | +159.3% | +876.8% | +428.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling