+24.4%
GH vs GFI
+524.1%
-499.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -2.5% | -4.9% | +2.4% | -1.7% |
| 30D | -4.7% | +10.7% | -15.4% | -6.3% |
| 3M | +20.2% | +25.6% | -5.4% | +15.5% |
| 6M | +78.8% | -8.3% | +87.0% | +79.1% |
| YTD | +54.1% | +6.3% | +47.8% | +49.3% |
| 1Y | +177.1% | +22.1% | +155.0% | +161.2% |
| 3Y | +371.6% | +289.2% | +82.4% | +254.0% |
| All | +24.4% | +524.1% | -499.6% | -18.1% |
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 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