+1,036.1%
GFI vs TDY
+479.2%
+556.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +13.2% | -12.0% | +25.3% | +16.6% |
| 3M | +28.5% | -3.2% | +31.7% | +29.4% |
| 6M | -6.2% | -7.9% | +1.7% | -4.2% |
| YTD | +8.7% | +18.2% | -9.5% | +5.7% |
| 1Y | +24.8% | +6.7% | +18.2% | +23.8% |
| 3Y | +298.0% | +47.5% | +250.5% | +268.7% |
| 5Y | +546.0% | +39.5% | +506.5% | +497.7% |
| All | +1,036.1% | +479.2% | +556.8% | +882.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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