+289.2%
GFI vs TRU
-1.3%
+290.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.4% |
| 7D | -4.9% | -2.7% | -2.1% | -4.6% |
| 30D | +10.7% | -2.0% | +12.8% | +11.0% |
| 3M | +25.6% | +18.4% | +7.2% | +23.6% |
| 6M | -8.3% | +8.9% | -17.1% | -9.2% |
| YTD | +6.3% | -8.9% | +15.2% | +6.3% |
| 1Y | +22.1% | -15.9% | +37.9% | +22.8% |
| 3Y | +289.2% | -1.1% | +290.3% | +273.6% |
| All | +289.2% | -1.3% | +290.5% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling