+305.8%
GFI vs CAPR
+36.9%
+268.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | +4.7% | -12.6% | +17.3% | +4.6% |
| 30D | +14.4% | +124.4% | -110.0% | +15.2% |
| 3M | +32.5% | -66.8% | +99.3% | +32.1% |
| 6M | -7.2% | -71.8% | +64.6% | -7.5% |
| YTD | +10.9% | -70.1% | +80.9% | +10.5% |
| 1Y | +35.5% | +33.3% | +2.1% | +40.8% |
| All | +305.8% | +36.9% | +268.9% | +316.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling