+34,147.2%
LOW vs GFI
+650.5%
+33,496.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -3.7% | -4.9% | +1.1% | -3.6% |
| 30D | -8.9% | +10.7% | -19.6% | -9.1% |
| 3M | -10.4% | +25.6% | -36.0% | -10.8% |
| 6M | -19.4% | -8.3% | -11.1% | -19.4% |
| YTD | -17.1% | +6.3% | -23.4% | -17.4% |
| 1Y | -26.3% | +22.1% | -48.3% | -26.7% |
| 3Y | -9.9% | +289.2% | -299.1% | -12.4% |
| 5Y | +6.1% | +531.7% | -525.5% | +2.2% |
| 10Y | +230.8% | +1,043.8% | -812.9% | +217.6% |
| All | +34,147.2% | +650.5% | +33,496.7% | +35,598.8% |
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 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