-9.9%
IR vs GFI
+26.4%
-36.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -4.5% | -4.9% | +0.4% | -3.8% |
| 30D | -13.9% | +10.7% | -24.7% | -15.4% |
| 3M | -0.3% | +25.6% | -26.0% | -4.3% |
| 6M | -14.3% | -8.3% | -6.1% | -15.0% |
| YTD | -7.9% | +6.3% | -14.2% | -9.0% |
| 1Y | -9.9% | +22.1% | -32.0% | -13.8% |
| All | -9.9% | +26.4% | -36.3% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling