-9.8%
GFI vs USFR
+1.9%
-11.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.4% |
| 7D | -5.1% | +0.1% | -5.2% | -3.5% |
| 30D | +13.4% | +0.3% | +13.1% | +22.2% |
| 3M | +36.2% | +1.0% | +35.3% | +98.6% |
| 6M | -9.8% | +1.9% | -11.7% | +137.2% |
| All | -9.8% | +1.9% | -11.8% | +137.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling