+289.2%
GFI vs BUD
+44.9%
+244.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -4.9% | -2.6% | -2.2% | -3.8% |
| 30D | +10.7% | -1.2% | +11.9% | +11.2% |
| 3M | +25.6% | -4.9% | +30.5% | +27.7% |
| 6M | -8.3% | +9.3% | -17.5% | -12.7% |
| YTD | +6.3% | +24.0% | -17.7% | -3.9% |
| 1Y | +22.1% | +34.5% | -12.5% | +6.5% |
| 3Y | +289.2% | +43.7% | +245.5% | +241.4% |
| All | +289.2% | +44.9% | +244.3% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling