+46.0%
GFI vs EXEL
+59.2%
-13.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.1% | +8.4% | -5.2% | +0.3% |
| 30D | +27.1% | +4.1% | +23.0% | +25.0% |
| 3M | +21.2% | +12.4% | +8.7% | +16.4% |
| 6M | -4.5% | +41.5% | -46.0% | -13.4% |
| YTD | +11.7% | +34.6% | -22.9% | +1.5% |
| 1Y | +46.0% | +57.9% | -11.8% | +37.2% |
| All | +46.0% | +59.2% | -13.2% | +37.2% |
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