+16,311.0%
INTC vs GFI
+650.5%
+15,660.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | +7.5% | -4.9% | +12.3% | +7.7% |
| 30D | +2.0% | +10.7% | -8.8% | +1.4% |
| 3M | -12.0% | +25.6% | -37.6% | -13.1% |
| 6M | +114.5% | -8.3% | +122.8% | +114.8% |
| YTD | +179.0% | +6.3% | +172.7% | +177.5% |
| 1Y | +318.3% | +22.1% | +296.2% | +313.0% |
| 3Y | +171.2% | +289.2% | -118.0% | +153.5% |
| 5Y | +107.6% | +531.7% | -424.1% | +89.2% |
| 10Y | +258.5% | +1,043.8% | -785.3% | +212.4% |
| All | +16,311.0% | +650.5% | +15,660.5% | +14,180.9% |
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