+46.0%
GFI vs MKTX
-8.5%
+54.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.1% |
| 30D | +27.1% | +1.1% | +26.0% | +26.9% |
| 3M | +21.2% | +36.1% | -14.9% | +16.1% |
| 6M | -4.5% | -12.9% | +8.4% | -2.9% |
| YTD | +11.7% | -8.5% | +20.3% | +12.8% |
| 1Y | +46.0% | -7.5% | +53.6% | +44.9% |
| All | +46.0% | -8.5% | +54.5% | +44.9% |
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