+1,010.9%
GFI vs RACE
+844.0%
+166.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | +10.7% | +1.6% | +9.1% | +10.4% |
| 3M | +25.6% | +13.2% | +12.5% | +22.5% |
| 6M | -8.3% | +22.9% | -31.1% | -11.9% |
| YTD | +6.3% | +13.3% | -7.0% | +3.3% |
| 1Y | +22.1% | -12.7% | +34.8% | +24.3% |
| 3Y | +289.2% | +40.3% | +248.9% | +254.6% |
| 5Y | +531.7% | +96.5% | +435.2% | +436.4% |
| All | +1,010.9% | +844.0% | +166.9% | +737.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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