-8.3%
GFI vs TENB
+44.1%
-52.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -1.5% |
| 7D | -4.9% | -12.1% | +7.2% | -5.3% |
| 30D | +10.7% | -18.6% | +29.4% | +10.0% |
| 3M | +25.6% | +12.1% | +13.6% | +27.0% |
| 6M | -8.3% | +46.8% | -55.1% | +0.4% |
| All | -8.3% | +44.1% | -52.3% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling