+1,769.7%
GFI vs TRU
+225.6%
+1,544.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -5.1% | -9.4% | +4.2% | -3.9% |
| 30D | +13.4% | -4.1% | +17.5% | +14.1% |
| 3M | +36.2% | +13.6% | +22.7% | +33.5% |
| 6M | -9.8% | +3.6% | -13.4% | -10.6% |
| YTD | +7.7% | -9.8% | +17.5% | +8.1% |
| 1Y | +27.2% | -13.6% | +40.8% | +28.2% |
| 3Y | +300.3% | -2.0% | +302.2% | +281.8% |
| 5Y | +539.8% | -35.8% | +575.6% | +530.4% |
| 10Y | +1,058.5% | +142.9% | +915.6% | +914.7% |
| All | +1,769.7% | +225.6% | +1,544.1% | +1,518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling