-4.0%
M vs GFI
+1,066.8%
-1,070.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +7.7% |
| 7D | -4.2% | -4.9% | +0.6% | -4.2% |
| 30D | -7.2% | +10.7% | -17.9% | -7.1% |
| 3M | -11.1% | +25.6% | -36.8% | -11.0% |
| 6M | +28.8% | -8.3% | +37.0% | +28.6% |
| YTD | +2.0% | +6.3% | -4.3% | +2.1% |
| 1Y | +31.3% | +22.1% | +9.2% | +31.7% |
| 3Y | +119.1% | +289.2% | -170.1% | +125.5% |
| 5Y | +29.7% | +531.7% | -502.0% | +36.3% |
| All | -4.0% | +1,066.8% | -1,070.9% | +24.2% |
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