+177.1%
GH vs GFI
+29.3%
+147.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -4.7% | +13.2% | -17.9% | -6.8% |
| 3M | +20.2% | +28.5% | -8.2% | +14.8% |
| 6M | +78.8% | -6.2% | +85.0% | +76.9% |
| YTD | +54.1% | +8.7% | +45.4% | +46.2% |
| 1Y | +177.1% | +24.8% | +152.2% | +164.7% |
| All | +177.1% | +29.3% | +147.8% | +164.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling