+502.4%
GFI vs TRU
-35.6%
+538.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.4% |
| 7D | -4.9% | -2.7% | -2.1% | -4.5% |
| 30D | +10.7% | -2.0% | +12.8% | +11.0% |
| 3M | +25.6% | +18.4% | +7.2% | +22.6% |
| 6M | -8.3% | +8.9% | -17.1% | -9.6% |
| YTD | +6.3% | -8.9% | +15.2% | +6.6% |
| 1Y | +22.1% | -15.9% | +37.9% | +23.5% |
| 3Y | +289.2% | -1.1% | +290.3% | +266.8% |
| All | +502.4% | -35.6% | +538.0% | +417.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling