+1,505.6%
GFI vs TENB
-9.4%
+1,515.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.5% |
| 7D | -2.7% | -12.1% | +9.4% | -1.6% |
| 30D | +13.2% | -18.6% | +31.9% | +15.0% |
| 3M | +28.5% | +12.1% | +16.4% | +26.3% |
| 6M | -6.2% | +46.8% | -53.0% | -10.4% |
| YTD | +8.7% | +28.0% | -19.2% | +5.0% |
| 1Y | +24.8% | -1.4% | +26.3% | +24.0% |
| 3Y | +298.0% | -33.9% | +332.0% | +309.0% |
| 5Y | +546.0% | -34.6% | +580.6% | +547.0% |
| All | +1,505.6% | -9.4% | +1,515.0% | +1,269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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