+1,803.6%
GS vs GFI
+1,706.1%
+97.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.2% |
| 7D | +5.1% | -5.4% | +10.6% | +5.4% |
| 30D | +2.4% | -1.5% | +4.0% | +2.5% |
| 3M | -11.5% | -10.2% | -1.3% | -11.2% |
| 6M | -2.5% | -19.3% | +16.7% | -1.9% |
| YTD | +5.5% | -13.7% | +19.2% | +5.6% |
| 1Y | +11.0% | -12.1% | +23.2% | +11.1% |
| 3Y | +200.1% | +208.4% | -8.3% | +183.6% |
| 5Y | +154.7% | +301.4% | -146.7% | +135.9% |
| 10Y | +450.9% | +1,285.2% | -834.3% | +371.6% |
| All | +1,803.6% | +1,706.1% | +97.5% | +1,652.5% |
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