+523.9%
GFI vs FIVE
+875.3%
-351.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | +5.7% | +3.7% | +2.0% | +5.4% |
| 30D | +15.6% | +4.0% | +11.6% | +15.3% |
| 3M | +31.5% | +36.2% | -4.7% | +29.1% |
| 6M | -3.7% | +18.0% | -21.7% | -4.8% |
| YTD | +11.2% | +34.9% | -23.7% | +9.3% |
| 1Y | +36.4% | +67.9% | -31.5% | +32.4% |
| 3Y | +313.5% | +57.3% | +256.2% | +298.8% |
| 5Y | +528.0% | +39.5% | +488.5% | +503.0% |
| 10Y | +1,021.4% | +496.4% | +525.0% | +918.8% |
| All | +523.9% | +875.3% | -351.5% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling