+75.8%
GM vs GFI
+538.3%
-462.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -2.4% |
| 30D | -1.1% | +13.2% | -14.4% | -1.5% |
| 3M | +6.1% | +28.5% | -22.4% | +5.3% |
| 6M | +15.0% | -6.2% | +21.1% | +14.5% |
| YTD | +6.0% | +8.7% | -2.7% | +5.6% |
| 1Y | +47.1% | +24.8% | +22.2% | +46.1% |
| 3Y | +170.5% | +298.0% | -127.5% | +158.5% |
| All | +75.8% | +538.3% | -462.5% | +61.9% |
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