+256.9%
HL vs GFI
+1,093.3%
-836.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.9% |
| 7D | -4.4% | -2.7% | -1.7% | -2.5% |
| 30D | +9.3% | +13.2% | -3.9% | +0.4% |
| 3M | +32.0% | +28.5% | +3.5% | +10.9% |
| 6M | -6.4% | -6.2% | -0.3% | -2.7% |
| YTD | +3.1% | +8.7% | -5.6% | -2.2% |
| 1Y | +77.6% | +24.8% | +52.7% | +54.1% |
| 3Y | +392.8% | +298.0% | +94.8% | +86.2% |
| 5Y | +234.1% | +546.0% | -311.9% | -17.3% |
| All | +256.9% | +1,093.3% | -836.4% | -39.7% |
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