+188.9%
GS vs GFI
+521.0%
-332.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +3.4% | +5.7% | -2.3% | +2.9% |
| 30D | +0.2% | +15.6% | -15.4% | -1.0% |
| 3M | -0.3% | +31.5% | -31.8% | -2.7% |
| 6M | +27.4% | -3.7% | +31.1% | +26.7% |
| YTD | +19.6% | +11.2% | +8.4% | +17.8% |
| 1Y | +42.5% | +36.4% | +6.1% | +38.7% |
| 3Y | +240.4% | +313.5% | -73.1% | +207.0% |
| 5Y | +188.9% | +528.0% | -339.1% | +145.8% |
| All | +188.9% | +521.0% | -332.1% | +145.8% |
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