+38.6%
GILD vs GFI
+6.8%
+31.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -2.2% | +19.0% | -21.2% | -3.2% |
| 30D | +13.6% | +11.8% | +1.9% | +12.8% |
| 3M | +28.3% | +7.3% | +21.0% | +27.4% |
| 6M | +23.9% | -13.3% | +37.2% | +24.9% |
| YTD | +38.4% | -5.6% | +44.0% | +38.6% |
| 1Y | +38.6% | +9.2% | +29.4% | +39.1% |
| All | +38.6% | +6.8% | +31.8% | +39.1% |
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 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