+1,010.9%
GFI vs MKTX
+5.0%
+1,005.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | +10.7% | +0.7% | +10.0% | +10.6% |
| 3M | +25.6% | +40.8% | -15.2% | +15.9% |
| 6M | -8.3% | -8.0% | -0.3% | -7.4% |
| YTD | +6.3% | -8.7% | +15.0% | +7.3% |
| 1Y | +22.1% | -11.8% | +33.9% | +24.0% |
| 3Y | +289.2% | -24.0% | +313.2% | +301.3% |
| 5Y | +531.7% | -60.3% | +592.0% | +616.1% |
| All | +1,010.9% | +5.0% | +1,005.8% | +1,433.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling