+502.4%
GFI vs BTG
+78.0%
+424.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.6% |
| 7D | -4.9% | -3.8% | -1.1% | -2.1% |
| 30D | +10.7% | +3.6% | +7.1% | +7.6% |
| 3M | +25.6% | +32.0% | -6.4% | +0.2% |
| 6M | -8.3% | +3.4% | -11.6% | -12.9% |
| YTD | +6.3% | +20.8% | -14.5% | -10.5% |
| 1Y | +22.1% | +22.4% | -0.3% | +1.6% |
| 3Y | +289.2% | +91.7% | +197.5% | +117.2% |
| All | +502.4% | +78.0% | +424.4% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling