+502.4%
GFI vs MDY
+46.3%
+456.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -4.9% | -1.9% | -3.0% | -3.9% |
| 30D | +10.7% | -4.6% | +15.4% | +13.6% |
| 3M | +25.6% | -1.2% | +26.9% | +26.6% |
| 6M | -8.3% | +9.2% | -17.5% | -11.4% |
| YTD | +6.3% | +13.1% | -6.7% | +1.4% |
| 1Y | +22.1% | +13.0% | +9.1% | +16.6% |
| 3Y | +289.2% | +49.2% | +240.0% | +224.2% |
| All | +502.4% | +46.3% | +456.1% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling