+13,449.8%
GOOG vs GFI
+556.3%
+12,893.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | -2.0% | +10.7% | -12.7% | -2.7% |
| 3M | -5.9% | +25.6% | -31.5% | -7.5% |
| 6M | +8.9% | -8.3% | +17.2% | +9.0% |
| YTD | +7.1% | +6.3% | +0.8% | +5.8% |
| 1Y | +39.7% | +22.1% | +17.6% | +36.4% |
| 3Y | +145.8% | +289.2% | -143.3% | +119.7% |
| 5Y | +138.6% | +531.7% | -393.1% | +103.1% |
| 10Y | +791.5% | +1,043.8% | -252.3% | +597.9% |
| All | +13,449.8% | +556.3% | +12,893.5% | +9,425.5% |
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