+273.7%
IR vs GFI
+1,534.2%
-1,260.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -4.5% | -4.9% | +0.4% | -4.3% |
| 30D | -13.9% | +10.7% | -24.7% | -14.3% |
| 3M | -0.3% | +25.6% | -26.0% | -1.4% |
| 6M | -14.3% | -8.3% | -6.1% | -14.4% |
| YTD | -7.9% | +6.3% | -14.2% | -8.4% |
| 1Y | -9.9% | +22.1% | -32.0% | -10.8% |
| 3Y | +6.5% | +289.2% | -282.7% | +1.3% |
| 5Y | +34.0% | +531.7% | -497.6% | +25.1% |
| All | +273.7% | +1,534.2% | -1,260.5% | +274.2% |
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 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