+780.7%
GOOG vs GFI
+1,066.8%
-286.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | -2.0% | +10.7% | -12.7% | -2.5% |
| 3M | -5.9% | +25.6% | -31.5% | -7.0% |
| 6M | +8.9% | -8.3% | +17.2% | +8.9% |
| YTD | +7.1% | +6.3% | +0.8% | +6.3% |
| 1Y | +39.7% | +22.1% | +17.6% | +37.6% |
| 3Y | +145.8% | +289.2% | -143.3% | +130.3% |
| 5Y | +138.6% | +531.7% | -393.1% | +118.4% |
| All | +780.7% | +1,066.8% | -286.2% | +742.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling