-18.3%
GFI vs RACE
+26.6%
-44.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -1.2% |
| 7D | -8.7% | -1.2% | -7.5% | -7.6% |
| 30D | +0.6% | +6.1% | -5.5% | -4.5% |
| 3M | -7.5% | -0.3% | -7.2% | -7.1% |
| 6M | -18.3% | +23.4% | -41.8% | -29.4% |
| All | -18.3% | +26.6% | -44.9% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling