-9.8%
GFI vs TRU
+2.0%
-11.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -5.1% | -9.4% | +4.2% | -3.1% |
| 30D | +13.4% | -4.1% | +17.5% | +14.5% |
| 3M | +36.2% | +13.6% | +22.7% | +30.5% |
| 6M | -9.8% | +3.6% | -13.4% | -10.6% |
| All | -9.8% | +2.0% | -11.8% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling