+393.9%
GH vs GFI
+2,212.5%
-1,818.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -1.2% | -5.1% | +3.9% | -0.7% |
| 30D | -3.7% | +13.4% | -17.1% | -4.9% |
| 3M | +21.7% | +36.2% | -14.6% | +17.8% |
| 6M | +75.7% | -9.8% | +85.6% | +76.2% |
| YTD | +55.7% | +7.7% | +48.0% | +52.9% |
| 1Y | +181.1% | +27.2% | +153.9% | +171.2% |
| 3Y | +371.6% | +300.3% | +71.3% | +307.0% |
| 5Y | +23.2% | +539.8% | -516.6% | +2.2% |
| All | +393.9% | +2,212.5% | -1,818.6% | +492.3% |
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