+289.2%
GFI vs MTB
+114.2%
+175.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | +10.7% | -4.8% | +15.5% | +11.0% |
| 3M | +25.6% | +6.0% | +19.7% | +25.0% |
| 6M | -8.3% | +19.6% | -27.9% | -9.4% |
| YTD | +6.3% | +21.5% | -15.2% | +4.9% |
| 1Y | +22.1% | +24.7% | -2.6% | +20.4% |
| 3Y | +289.2% | +108.6% | +180.6% | +234.3% |
| All | +289.2% | +114.2% | +175.0% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling