+8.4%
GFI vs EXEL
+92.4%
-84.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.0% |
| 7D | +1.4% | +9.8% | -8.3% | -3.2% |
| 30D | +3.0% | +23.6% | -20.6% | -7.7% |
| 3M | +10.2% | +29.9% | -19.7% | -4.2% |
| 6M | -10.1% | +64.7% | -74.8% | -31.0% |
| YTD | -11.4% | +66.0% | -77.4% | -33.5% |
| 1Y | +8.4% | +92.0% | -83.5% | -28.0% |
| All | +8.4% | +92.4% | -84.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling