+2,548.5%
GFI vs EXEL
+268.9%
+2,279.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | +4.7% | -0.3% | +5.0% | +4.7% |
| 30D | +14.4% | +10.1% | +4.3% | +14.0% |
| 3M | +32.5% | +10.1% | +22.4% | +32.0% |
| 6M | -7.2% | +37.7% | -44.8% | -8.4% |
| YTD | +10.9% | +33.1% | -22.2% | +9.5% |
| 1Y | +35.5% | +52.4% | -16.9% | +33.1% |
| 3Y | +312.1% | +163.8% | +148.3% | +293.8% |
| 5Y | +524.6% | +198.5% | +326.1% | +492.1% |
| 10Y | +1,092.7% | +386.9% | +705.8% | +986.9% |
| All | +2,548.5% | +268.9% | +2,279.6% | +1,847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling