+502.4%
GFI vs USFR
+20.6%
+481.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.5% |
| 30D | +10.7% | +0.4% | +10.4% | +11.8% |
| 3M | +25.6% | +1.0% | +24.6% | +29.5% |
| 6M | -8.3% | +2.0% | -10.2% | -3.3% |
| YTD | +6.3% | +2.8% | +3.6% | +13.4% |
| 1Y | +22.1% | +4.1% | +18.0% | +33.5% |
| 3Y | +289.2% | +14.1% | +275.0% | +514.8% |
| All | +502.4% | +20.6% | +481.8% | +1,278.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling