+526.1%
GFI vs BUD
+201.1%
+325.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +27.1% | -5.7% | +32.8% | +28.6% |
| 3M | +21.2% | +3.1% | +18.0% | +20.1% |
| 6M | -4.5% | +7.9% | -12.4% | -6.2% |
| YTD | +11.7% | +27.3% | -15.6% | +6.0% |
| 1Y | +46.0% | +37.8% | +8.2% | +36.2% |
| 3Y | +309.6% | +49.8% | +259.7% | +275.3% |
| 5Y | +506.0% | +43.8% | +462.2% | +452.7% |
| 10Y | +1,009.2% | -22.6% | +1,031.8% | +1,044.6% |
| All | +526.1% | +201.1% | +325.0% | +256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling