+4.3%
GFI vs MKTX
+5.2%
-0.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +7.7% | +0.4% | +7.3% | +7.7% |
| 30D | +4.6% | +0.9% | +3.7% | +4.4% |
| 3M | +3.8% | +2.4% | +1.3% | +3.4% |
| 6M | -7.3% | +10.6% | -17.9% | -9.7% |
| YTD | -8.8% | -7.3% | -1.5% | -5.5% |
| 1Y | +4.3% | +4.8% | -0.5% | +1.4% |
| All | +4.3% | +5.2% | -0.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling