-0.8%
GFS vs GFI
+459.5%
-460.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| YTD | +31.8% | +10.9% | +20.9% | +29.6% |
| 1Y | +43.1% | +35.5% | +7.7% | +38.3% |
| 3Y | -20.6% | +312.1% | -332.8% | -32.3% |
| All | -0.8% | +459.5% | -460.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling