+46.0%
GFI vs USFR
+4.0%
+42.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.4% |
| 7D | +3.1% | +0.1% | +3.1% | +3.5% |
| 30D | +27.1% | +0.3% | +26.8% | +30.2% |
| 3M | +21.2% | +1.0% | +20.2% | +35.6% |
| 6M | -4.5% | +1.9% | -6.4% | +8.5% |
| YTD | +11.7% | +2.6% | +9.1% | +13.1% |
| 1Y | +46.0% | +4.0% | +42.0% | +17.9% |
| All | +46.0% | +4.0% | +42.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling