+526.7%
GFI vs RACE
+88.9%
+437.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +5.7% | -1.0% | +6.7% | +6.1% |
| 30D | +15.6% | -1.5% | +17.1% | +16.3% |
| 3M | +31.5% | +15.5% | +16.1% | +26.3% |
| 6M | -3.7% | +17.3% | -21.0% | -8.0% |
| YTD | +11.2% | +11.1% | +0.1% | +7.2% |
| 1Y | +36.4% | -14.3% | +50.6% | +40.8% |
| 3Y | +313.5% | +40.2% | +273.4% | +244.0% |
| All | +526.7% | +88.9% | +437.8% | +343.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling