+170.5%
GM vs GFI
+287.6%
-117.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.4% | -4.9% | +2.4% | -2.3% |
| 30D | -1.1% | +10.7% | -11.8% | -1.5% |
| 3M | +6.1% | +25.6% | -19.5% | +5.2% |
| 6M | +15.0% | -8.3% | +23.2% | +14.3% |
| YTD | +6.0% | +6.3% | -0.3% | +5.8% |
| 1Y | +47.1% | +22.1% | +25.0% | +46.5% |
| 3Y | +170.5% | +289.2% | -118.7% | +149.1% |
| All | +170.5% | +287.6% | -117.1% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling