+289.2%
GFI vs TW
+19.1%
+270.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.9% | -4.5% | -0.4% | -4.5% |
| 30D | +10.7% | -2.3% | +13.0% | +10.9% |
| 3M | +25.6% | +2.6% | +23.0% | +24.9% |
| 6M | -8.3% | -17.5% | +9.3% | -6.1% |
| YTD | +6.3% | -5.3% | +11.6% | +5.6% |
| 1Y | +22.1% | -14.8% | +36.8% | +24.4% |
| 3Y | +289.2% | +18.8% | +270.3% | +311.0% |
| All | +289.2% | +19.1% | +270.1% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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