+1,025.1%
GFI vs FIVE
+483.6%
+541.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | +13.4% | +3.0% | +10.4% | +13.1% |
| 3M | +36.2% | +23.2% | +13.0% | +34.1% |
| 6M | -9.8% | +9.2% | -19.0% | -10.6% |
| YTD | +7.7% | +28.1% | -20.4% | +5.7% |
| 1Y | +27.2% | +65.3% | -38.1% | +22.8% |
| 3Y | +300.3% | +49.4% | +250.9% | +284.6% |
| 5Y | +539.8% | +29.5% | +510.3% | +511.8% |
| All | +1,025.1% | +483.6% | +541.5% | +1,018.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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