+1,010.9%
GFI vs USFR
+28.1%
+982.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +10.7% | +0.4% | +10.4% | +10.6% |
| 3M | +25.6% | +1.0% | +24.6% | +25.3% |
| 6M | -8.3% | +2.0% | -10.2% | -8.8% |
| YTD | +6.3% | +2.8% | +3.6% | +5.3% |
| 1Y | +22.1% | +4.1% | +18.0% | +20.3% |
| 3Y | +289.2% | +14.1% | +275.0% | +279.1% |
| 5Y | +531.7% | +20.6% | +511.1% | +506.3% |
| All | +1,010.9% | +28.1% | +982.7% | +890.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling