-2.4%
GFS vs GFI
+464.0%
-466.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +1.0% | +3.1% | -2.1% | +0.6% |
| 30D | -8.6% | +27.1% | -35.7% | -11.1% |
| 3M | -46.5% | +21.2% | -67.7% | -47.9% |
| 6M | -4.8% | -4.5% | -0.3% | -5.3% |
| YTD | +29.7% | +11.7% | +17.9% | +27.4% |
| 1Y | +35.8% | +46.0% | -10.2% | +30.5% |
| 3Y | -18.3% | +309.6% | -327.9% | -30.3% |
| All | -2.4% | +464.0% | -466.4% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling