+179.3%
KO vs GFI
+1,093.3%
-914.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | +1.8% | +13.2% | -11.4% | +1.4% |
| 3M | +7.7% | +28.5% | -20.8% | +6.6% |
| 6M | +15.3% | -6.2% | +21.4% | +15.2% |
| YTD | +28.0% | +8.7% | +19.3% | +27.0% |
| 1Y | +34.3% | +24.8% | +9.4% | +32.1% |
| 3Y | +63.8% | +298.0% | -234.2% | +52.1% |
| 5Y | +84.1% | +546.0% | -461.9% | +65.5% |
| All | +179.3% | +1,093.3% | -914.0% | +148.2% |
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