-22.0%
GFS vs GFI
+304.2%
-326.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +4.5% | +4.7% | -0.2% | +3.9% |
| 30D | -8.2% | +14.4% | -22.6% | -9.6% |
| 3M | -38.9% | +32.5% | -71.4% | -41.0% |
| 6M | -2.9% | -7.2% | +4.3% | -3.3% |
| YTD | +31.8% | +10.9% | +20.9% | +30.0% |
| 1Y | +43.1% | +35.5% | +7.7% | +40.1% |
| All | -22.0% | +304.2% | -326.2% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling