+113.4%
M vs GFI
+304.2%
-190.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.2% |
| 7D | -4.1% | +4.7% | -8.8% | -4.3% |
| 30D | -13.6% | +14.4% | -28.0% | -14.3% |
| 3M | -2.3% | +32.5% | -34.8% | -4.0% |
| 6M | +21.9% | -7.2% | +29.1% | +21.5% |
| YTD | -0.6% | +10.9% | -11.4% | -2.2% |
| 1Y | +29.7% | +35.5% | -5.7% | +26.4% |
| All | +113.4% | +304.2% | -190.8% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling