+947.8%
HIG vs GFI
+728.3%
+219.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -1.5% | -4.9% | +3.4% | -1.2% |
| 30D | -0.4% | +10.7% | -11.1% | -0.9% |
| 3M | +6.7% | +25.6% | -19.0% | +5.4% |
| 6M | +2.0% | -8.3% | +10.2% | +1.9% |
| YTD | +0.3% | +6.3% | -6.0% | -0.7% |
| 1Y | +4.2% | +22.1% | -17.9% | +2.2% |
| 3Y | +102.2% | +289.2% | -187.0% | +85.8% |
| 5Y | +118.5% | +531.7% | -413.2% | +93.3% |
| 10Y | +311.1% | +1,043.8% | -732.7% | +238.9% |
| All | +947.8% | +728.3% | +219.5% | +856.2% |
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