+1,667.8%
GFI vs USFR
+27.6%
+1,640.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | +14.4% | +0.3% | +14.2% | +14.1% |
| 3M | +32.5% | +1.0% | +31.5% | +31.3% |
| 6M | -7.2% | +1.9% | -9.1% | -8.9% |
| YTD | +10.9% | +2.7% | +8.2% | +8.1% |
| 1Y | +35.5% | +4.0% | +31.5% | +30.4% |
| 3Y | +312.1% | +14.0% | +298.1% | +264.2% |
| 5Y | +524.6% | +20.4% | +504.2% | +423.4% |
| 10Y | +1,092.7% | +28.0% | +1,064.7% | +835.0% |
| All | +1,667.8% | +27.6% | +1,640.2% | +1,279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling