+171.2%
INTC vs GFI
+287.6%
-116.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +7.5% | -4.9% | +12.3% | +8.2% |
| 30D | +2.0% | +10.7% | -8.8% | +0.3% |
| 3M | -12.0% | +25.6% | -37.6% | -15.4% |
| 6M | +114.5% | -8.3% | +122.8% | +113.5% |
| YTD | +179.0% | +6.3% | +172.7% | +175.7% |
| 1Y | +318.3% | +22.1% | +296.2% | +308.1% |
| 3Y | +171.2% | +289.2% | -118.0% | +138.6% |
| All | +171.2% | +287.6% | -116.4% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling