+1,490.1%
GFI vs TENB
-3.6%
+1,493.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.5% |
| 7D | -5.1% | -7.1% | +2.0% | -4.5% |
| 30D | +13.4% | -15.4% | +28.8% | +14.8% |
| 3M | +36.2% | +19.5% | +16.7% | +33.2% |
| 6M | -9.8% | +54.8% | -64.6% | -14.2% |
| YTD | +7.7% | +36.1% | -28.5% | +3.5% |
| 1Y | +27.2% | +7.0% | +20.2% | +25.4% |
| 3Y | +300.3% | -27.6% | +327.9% | +308.0% |
| 5Y | +539.8% | -30.5% | +570.2% | +537.5% |
| All | +1,490.1% | -3.6% | +1,493.8% | +1,249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling