+50.0%
LULU vs GFI
+1,066.8%
-1,016.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | -1.6% | -4.9% | +3.2% | -1.5% |
| 30D | -18.1% | +10.7% | -28.8% | -18.4% |
| 3M | -18.8% | +25.6% | -44.4% | -19.3% |
| 6M | -39.2% | -8.3% | -30.9% | -39.3% |
| YTD | -52.4% | +6.3% | -58.7% | -52.6% |
| 1Y | -40.3% | +22.1% | -62.4% | -40.7% |
| 3Y | -75.1% | +289.2% | -364.3% | -76.1% |
| 5Y | -76.7% | +531.7% | -608.4% | -78.1% |
| All | +50.0% | +1,066.8% | -1,016.9% | +55.3% |
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