+34.3%
IR vs GFI
+515.1%
-480.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -3.1% | -5.1% | +2.1% | -2.7% |
| 30D | -14.0% | +13.4% | -27.4% | -14.8% |
| 3M | +3.7% | +36.2% | -32.5% | +1.3% |
| 6M | -15.4% | -9.8% | -5.6% | -15.5% |
| YTD | -7.7% | +7.7% | -15.3% | -8.6% |
| 1Y | -8.8% | +27.2% | -36.0% | -10.5% |
| 3Y | +5.6% | +300.3% | -294.7% | -3.7% |
| 5Y | +34.3% | +539.8% | -505.5% | +19.9% |
| All | +34.3% | +515.1% | -480.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling