+284.9%
IR vs GFI
+1,609.9%
-1,325.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +0.6% | +5.7% | -5.0% | +0.4% |
| 30D | -13.6% | +15.6% | -29.2% | -14.2% |
| 3M | +3.7% | +31.5% | -27.8% | +2.3% |
| 6M | -13.1% | -3.7% | -9.3% | -13.3% |
| YTD | -5.1% | +11.2% | -16.4% | -5.8% |
| 1Y | -6.5% | +36.4% | -42.8% | -7.8% |
| 3Y | +8.5% | +313.5% | -305.0% | +3.0% |
| 5Y | +43.3% | +528.0% | -484.7% | +33.6% |
| All | +284.9% | +1,609.9% | -1,325.0% | +284.7% |
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