+1,010.9%
GFI vs BUD
-22.3%
+1,033.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -4.9% | -2.6% | -2.2% | -4.4% |
| 30D | +10.7% | -1.2% | +11.9% | +10.9% |
| 3M | +25.6% | -4.9% | +30.5% | +26.6% |
| 6M | -8.3% | +9.3% | -17.5% | -10.0% |
| YTD | +6.3% | +24.0% | -17.7% | +2.0% |
| 1Y | +22.1% | +34.5% | -12.5% | +15.4% |
| 3Y | +289.2% | +43.7% | +245.5% | +264.5% |
| 5Y | +531.7% | +46.0% | +485.6% | +483.9% |
| All | +1,010.9% | -22.3% | +1,033.1% | +1,044.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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