+383.5%
GFI vs FIVE
+846.9%
-463.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.7% | +2.7% | -11.4% | -8.8% |
| 30D | +0.6% | +12.7% | -12.1% | -0.1% |
| 3M | -7.5% | +2.1% | -9.5% | -7.7% |
| 6M | -18.3% | +17.5% | -35.8% | -19.2% |
| YTD | -13.8% | +31.0% | -44.8% | -15.2% |
| 1Y | -8.8% | +67.7% | -76.6% | -11.5% |
| 3Y | +215.8% | +43.4% | +172.5% | +206.2% |
| 5Y | +301.2% | +18.1% | +283.1% | +288.3% |
| 10Y | +1,284.4% | +508.8% | +775.6% | +1,157.8% |
| All | +383.5% | +846.9% | -463.5% | +305.7% |
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