+1,036.1%
GFI vs TRU
+147.2%
+888.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -2.7% | -2.7% | 0.0% | -2.3% |
| 30D | +13.2% | -2.0% | +15.3% | +13.6% |
| 3M | +28.5% | +18.4% | +10.0% | +25.0% |
| 6M | -6.2% | +8.9% | -15.0% | -7.8% |
| YTD | +8.7% | -8.9% | +17.7% | +9.1% |
| 1Y | +24.8% | -15.9% | +40.7% | +26.5% |
| 3Y | +298.0% | -1.1% | +299.1% | +277.5% |
| 5Y | +546.0% | -35.2% | +581.2% | +536.1% |
| All | +1,036.1% | +147.2% | +888.9% | +899.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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