+463.2%
GFI vs MKTX
+1,442.6%
-979.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 6M | -8.3% | -8.0% | -0.3% | -7.7% |
| YTD | +6.3% | -8.7% | +15.0% | +7.0% |
| 1Y | +22.1% | -11.8% | +33.9% | +23.4% |
| 3Y | +289.2% | -24.0% | +313.2% | +298.5% |
| 5Y | +531.7% | -60.3% | +592.0% | +608.6% |
| 10Y | +1,043.8% | +5.0% | +1,038.8% | +981.5% |
| All | +463.2% | +1,442.6% | -979.4% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling