+1,010.9%
GFI vs EXEL
+375.2%
+635.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -4.9% | -4.9% | 0.0% | -4.6% |
| 30D | +10.7% | +11.4% | -0.7% | +10.1% |
| 3M | +25.6% | +4.9% | +20.7% | +25.3% |
| 6M | -8.3% | +34.4% | -42.7% | -9.6% |
| YTD | +6.3% | +28.0% | -21.7% | +5.0% |
| 1Y | +22.1% | +43.6% | -21.6% | +20.0% |
| 3Y | +289.2% | +155.2% | +134.0% | +270.0% |
| 5Y | +531.7% | +181.2% | +350.5% | +495.7% |
| All | +1,010.9% | +375.2% | +635.7% | +948.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling