-16.7%
GFI vs RACE
+24.6%
-41.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +2.2% | -3.9% | +6.1% | +5.5% |
| 30D | +2.2% | +6.8% | -4.6% | -3.6% |
| 3M | -4.6% | +1.3% | -6.0% | -5.5% |
| 6M | -16.7% | +26.3% | -43.0% | -27.6% |
| All | -16.7% | +24.6% | -41.4% | -27.6% |
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