+289.2%
GFI vs BTG
+94.8%
+194.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | -4.9% | -3.8% | -1.1% | -2.3% |
| 30D | +10.7% | +3.6% | +7.1% | +7.8% |
| 3M | +25.6% | +32.0% | -6.4% | +1.5% |
| 6M | -8.3% | +3.4% | -11.6% | -12.4% |
| YTD | +6.3% | +20.8% | -14.5% | -9.0% |
| 1Y | +22.1% | +22.4% | -0.3% | +3.9% |
| 3Y | +289.2% | +91.7% | +197.5% | +134.2% |
| All | +289.2% | +94.8% | +194.4% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling