+142.4%
GILD vs GFI
+538.3%
-395.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | +5.8% | +13.2% | -7.5% | +5.3% |
| 3M | +14.9% | +28.5% | -13.5% | +13.8% |
| 6M | -0.4% | -6.2% | +5.8% | -0.4% |
| YTD | +18.5% | +8.7% | +9.8% | +17.8% |
| 1Y | +25.1% | +24.8% | +0.3% | +23.6% |
| 3Y | +105.9% | +298.0% | -192.1% | +93.0% |
| All | +142.4% | +538.3% | -395.8% | +119.0% |
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