+650.5%
GS vs GFI
+1,023.9%
-373.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.4% | +4.7% | -2.3% | +2.3% |
| 30D | -0.1% | +14.4% | -14.5% | -0.5% |
| 3M | +0.2% | +32.5% | -32.3% | -0.8% |
| 6M | +24.8% | -7.2% | +32.0% | +24.6% |
| YTD | +18.8% | +10.9% | +7.9% | +18.1% |
| 1Y | +37.3% | +35.5% | +1.9% | +36.2% |
| 3Y | +237.9% | +312.1% | -74.2% | +229.7% |
| 5Y | +187.0% | +524.6% | -337.5% | +179.7% |
| 10Y | +650.5% | +1,092.7% | -442.2% | +711.9% |
| All | +650.5% | +1,023.9% | -373.4% | +711.9% |
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 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