+1,942.1%
GFI vs TDY
+7,056.0%
-5,113.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -4.9% | -1.1% | -3.7% | -4.7% |
| 30D | +10.7% | -12.0% | +22.8% | +13.0% |
| 3M | +25.6% | -3.2% | +28.8% | +26.2% |
| 6M | -8.3% | -7.9% | -0.4% | -6.8% |
| YTD | +6.3% | +18.2% | -11.9% | +3.8% |
| 1Y | +22.1% | +6.7% | +15.4% | +21.1% |
| 3Y | +289.2% | +47.5% | +241.6% | +265.6% |
| 5Y | +531.7% | +39.5% | +492.2% | +494.4% |
| 10Y | +1,043.8% | +477.2% | +566.6% | +753.5% |
| All | +1,942.1% | +7,056.0% | -5,113.9% | +895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling