+2,116.3%
GFI vs IBN
+1,454.8%
+661.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.1% | -5.5% | +0.3% | -4.4% |
| 30D | +13.4% | -3.4% | +16.8% | +14.0% |
| 3M | +36.2% | +8.7% | +27.6% | +34.7% |
| 6M | -9.8% | +3.7% | -13.5% | -10.2% |
| YTD | +7.7% | -2.4% | +10.1% | +8.0% |
| 1Y | +27.2% | -8.1% | +35.3% | +28.5% |
| 3Y | +300.3% | +26.3% | +274.0% | +286.2% |
| 5Y | +539.8% | +54.9% | +484.8% | +494.7% |
| 10Y | +1,058.5% | +311.8% | +746.7% | +799.9% |
| All | +2,116.3% | +1,454.8% | +661.5% | +1,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling