+1,105.3%
GME vs GFI
+942.2%
+163.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.7% |
| 7D | +6.0% | -5.1% | +11.2% | +6.4% |
| 30D | +8.3% | +13.4% | -5.1% | +7.3% |
| 3M | -9.1% | +36.2% | -45.3% | -11.3% |
| 6M | -16.3% | -9.8% | -6.5% | -16.2% |
| YTD | +1.5% | +7.7% | -6.1% | 0.0% |
| 1Y | -16.3% | +27.2% | -43.5% | -18.8% |
| 3Y | +15.1% | +300.3% | -285.2% | +1.8% |
| 5Y | -57.2% | +539.8% | -597.0% | -63.8% |
| 10Y | +274.5% | +1,058.5% | -784.0% | +191.2% |
| All | +1,105.3% | +942.2% | +163.1% | +775.9% |
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 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