+1,010.9%
GFI vs IBN
+324.2%
+686.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | -4.9% | -3.0% | -1.8% | -4.5% |
| 30D | +10.7% | -1.5% | +12.2% | +10.9% |
| 3M | +25.6% | +7.9% | +17.7% | +24.5% |
| 6M | -8.3% | +8.6% | -16.9% | -9.1% |
| YTD | +6.3% | -0.6% | +6.9% | +6.2% |
| 1Y | +22.1% | -7.3% | +29.4% | +22.6% |
| 3Y | +289.2% | +26.2% | +263.0% | +279.1% |
| 5Y | +531.7% | +57.8% | +473.8% | +503.3% |
| All | +1,010.9% | +324.2% | +686.6% | +819.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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