-0.8%
GFS vs GFI
+443.5%
-444.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +3.2% | -5.1% | +8.4% | +3.8% |
| 30D | -9.6% | +13.4% | -23.0% | -10.9% |
| 3M | -38.5% | +36.2% | -74.7% | -40.8% |
| 6M | -1.3% | -9.8% | +8.5% | -1.2% |
| YTD | +31.8% | +7.7% | +24.1% | +30.0% |
| 1Y | +44.6% | +27.2% | +17.4% | +40.4% |
| 3Y | -20.6% | +300.3% | -320.9% | -32.1% |
| All | -0.8% | +443.5% | -444.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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