+1,391.9%
GIS vs GFI
+660.1%
+731.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -3.0% |
| 7D | -8.4% | -5.1% | -3.3% | -8.4% |
| 30D | -5.2% | +13.4% | -18.6% | -5.3% |
| 3M | +8.2% | +36.2% | -28.1% | +7.8% |
| 6M | -12.0% | -9.8% | -2.2% | -12.0% |
| YTD | -18.9% | +7.7% | -26.5% | -19.0% |
| 1Y | -23.6% | +27.2% | -50.8% | -23.9% |
| 3Y | -37.6% | +300.3% | -337.9% | -38.8% |
| 5Y | -25.2% | +539.8% | -565.0% | -27.1% |
| 10Y | -19.3% | +1,058.5% | -1,077.8% | -21.8% |
| All | +1,391.9% | +660.1% | +731.8% | +1,435.6% |
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