+1,010.9%
GFI vs TAP
-49.9%
+1,060.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | -4.9% | -3.9% | -1.0% | -4.3% |
| 30D | +10.7% | -5.3% | +16.0% | +11.5% |
| 3M | +25.6% | -3.8% | +29.4% | +26.0% |
| 6M | -8.3% | -11.4% | +3.1% | -7.0% |
| YTD | +6.3% | -13.7% | +20.0% | +8.0% |
| 1Y | +22.1% | -17.2% | +39.3% | +24.5% |
| 3Y | +289.2% | -33.1% | +322.2% | +307.6% |
| 5Y | +531.7% | +0.8% | +530.9% | +528.2% |
| All | +1,010.9% | -49.9% | +1,060.8% | +1,202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling