+292.3%
GFI vs TAP
+0.6%
+291.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | -8.7% | +1.3% | -10.0% | -8.9% |
| 30D | +0.6% | +5.7% | -5.1% | -0.5% |
| 3M | -7.5% | -1.9% | -5.6% | -7.4% |
| 6M | -18.3% | +0.9% | -19.3% | -18.9% |
| YTD | -13.8% | -9.5% | -4.3% | -12.9% |
| 1Y | -8.8% | -9.0% | +0.1% | -8.1% |
| 3Y | +215.8% | -22.2% | +238.1% | +226.7% |
| All | +292.3% | +0.6% | +291.6% | +299.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling