+682.6%
GFI vs MTB
+8,229.7%
-7,547.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +4.7% | +1.1% | +3.6% | +4.6% |
| 30D | +14.4% | -4.6% | +19.0% | +14.8% |
| 3M | +32.5% | +6.3% | +26.3% | +31.9% |
| 6M | -7.2% | +15.6% | -22.8% | -8.0% |
| YTD | +10.9% | +20.6% | -9.7% | +9.5% |
| 1Y | +35.5% | +22.5% | +12.9% | +33.6% |
| 3Y | +312.1% | +114.4% | +197.7% | +289.3% |
| 5Y | +524.6% | +101.9% | +422.7% | +487.9% |
| 10Y | +1,092.7% | +170.4% | +922.3% | +946.3% |
| All | +682.6% | +8,229.7% | -7,547.1% | +832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling