+27.2%
GFI vs RACE
-13.6%
+40.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.4% | -3.6% |
| 7D | -5.1% | -2.2% | -2.9% | -4.2% |
| 30D | +13.4% | -0.4% | +13.8% | +13.8% |
| 3M | +36.2% | +17.9% | +18.3% | +28.5% |
| 6M | -9.8% | +19.3% | -29.1% | -15.7% |
| YTD | +7.7% | +11.9% | -4.2% | +1.3% |
| 1Y | +27.2% | -12.7% | +39.9% | +32.5% |
| All | +27.2% | -13.6% | +40.8% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling