+1,036.1%
GFI vs TCOM
-9.8%
+1,045.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -2.7% | -4.9% | +2.2% | -2.3% |
| 30D | +13.2% | -14.4% | +27.6% | +14.6% |
| 3M | +28.5% | -17.7% | +46.1% | +30.2% |
| 6M | -6.2% | -25.1% | +18.9% | -4.2% |
| YTD | +8.7% | -45.7% | +54.5% | +13.7% |
| 1Y | +24.8% | -47.9% | +72.7% | +30.9% |
| 3Y | +298.0% | +8.9% | +289.1% | +292.2% |
| 5Y | +546.0% | +26.9% | +519.2% | +523.1% |
| All | +1,036.1% | -9.8% | +1,045.9% | +938.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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