+8.4%
GFI vs SUI
+1.6%
+6.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.2% | +5.3% |
| 7D | +1.4% | +10.0% | -8.6% | 0.0% |
| 30D | +3.0% | +8.4% | -5.4% | +1.2% |
| 3M | +10.2% | +0.7% | +9.5% | +9.6% |
| 6M | -10.1% | -0.9% | -9.1% | -10.8% |
| YTD | -11.4% | +0.6% | -12.1% | -12.2% |
| 1Y | +8.4% | +0.8% | +7.6% | +7.1% |
| All | +8.4% | +1.6% | +6.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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