-51.2%
LULU vs GFI
+45.3%
-96.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -17.2% |
| 7D | -16.7% | +3.1% | -19.9% | -16.9% |
| 30D | -18.5% | +27.1% | -45.7% | -20.4% |
| 3M | -19.5% | +21.2% | -40.6% | -21.1% |
| 6M | -41.9% | -4.5% | -37.4% | -42.8% |
| YTD | -51.6% | +11.7% | -63.3% | -51.9% |
| 1Y | -51.2% | +46.0% | -97.2% | -50.8% |
| All | -51.2% | +45.3% | -96.4% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling