+502.4%
GFI vs TDY
+39.0%
+463.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -4.9% | -1.1% | -3.7% | -4.5% |
| 30D | +10.7% | -12.0% | +22.8% | +16.0% |
| 3M | +25.6% | -3.2% | +28.8% | +27.0% |
| 6M | -8.3% | -7.9% | -0.4% | -5.5% |
| YTD | +6.3% | +18.2% | -11.9% | +2.3% |
| 1Y | +22.1% | +6.7% | +15.4% | +20.7% |
| 3Y | +289.2% | +47.5% | +241.6% | +246.7% |
| All | +502.4% | +39.0% | +463.4% | +424.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling