+1,010.9%
GFI vs CAPR
-78.4%
+1,089.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -4.9% | -11.0% | +6.1% | -4.8% |
| 30D | +10.7% | +99.8% | -89.0% | +10.2% |
| 3M | +25.6% | -66.6% | +92.2% | +25.9% |
| 6M | -8.3% | -75.1% | +66.8% | -7.9% |
| YTD | +6.3% | -71.0% | +77.3% | +6.6% |
| 1Y | +22.1% | +30.0% | -7.9% | +20.1% |
| 3Y | +289.2% | +29.0% | +260.2% | +272.6% |
| 5Y | +531.7% | +70.8% | +460.8% | +494.0% |
| All | +1,010.9% | -78.4% | +1,089.3% | +906.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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