+294.2%
GFI vs TAP
-33.1%
+327.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.1% | -5.3% | +0.1% | -4.6% |
| 30D | +13.4% | -7.4% | +20.8% | +14.3% |
| 3M | +36.2% | -4.9% | +41.2% | +36.8% |
| 6M | -9.8% | -14.2% | +4.4% | -8.2% |
| YTD | +7.7% | -14.8% | +22.5% | +9.4% |
| 1Y | +27.2% | -18.1% | +45.3% | +30.0% |
| All | +294.2% | -33.1% | +327.3% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling