-23.9%
KVUE vs GFI
+179.8%
-203.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.8% |
| 7D | -4.4% | -7.0% | +2.5% | -4.3% |
| 30D | -6.7% | +9.6% | -16.3% | -6.9% |
| 3M | -0.2% | +20.8% | -21.0% | -0.5% |
| 6M | +4.8% | -3.2% | +8.0% | +4.7% |
| YTD | +7.5% | +3.9% | +3.5% | +7.6% |
| 1Y | -1.1% | +20.7% | -21.8% | -1.5% |
| 3Y | -6.7% | +282.7% | -289.4% | -11.4% |
| All | -23.9% | +179.8% | -203.7% | -25.8% |
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 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