+502.4%
GFI vs EXEL
+180.6%
+321.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -4.9% | -4.9% | 0.0% | -4.2% |
| 30D | +10.7% | +11.4% | -0.7% | +9.3% |
| 3M | +25.6% | +4.9% | +20.7% | +24.9% |
| 6M | -8.3% | +34.4% | -42.7% | -11.0% |
| YTD | +6.3% | +28.0% | -21.7% | +3.4% |
| 1Y | +22.1% | +43.6% | -21.6% | +17.9% |
| 3Y | +289.2% | +155.2% | +134.0% | +240.8% |
| All | +502.4% | +180.6% | +321.8% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling