+541.3%
GFI vs SUI
+4,047.2%
-3,505.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -8.7% | -1.5% | -7.2% | -8.4% |
| 30D | +0.6% | +3.7% | -3.2% | -0.3% |
| 3M | -7.5% | -0.4% | -7.1% | -7.5% |
| 6M | -18.3% | -2.8% | -15.6% | -18.1% |
| YTD | -13.8% | -1.6% | -12.2% | -13.8% |
| 1Y | -8.8% | -2.1% | -6.8% | -8.8% |
| 3Y | +215.8% | +18.5% | +197.4% | +201.1% |
| 5Y | +301.2% | -26.5% | +327.7% | +317.9% |
| 10Y | +1,284.4% | +121.6% | +1,162.8% | +1,010.6% |
| All | +541.3% | +4,047.2% | -3,505.8% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling