-7.2%
GFI vs IBN
+6.0%
-13.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +1.1% |
| 7D | +4.7% | -5.1% | +9.8% | +9.4% |
| 30D | +14.4% | -3.5% | +18.0% | +17.9% |
| 3M | +32.5% | +11.3% | +21.2% | +17.0% |
| 6M | -7.2% | +4.4% | -11.6% | -11.2% |
| All | -7.2% | +6.0% | -13.2% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling