+20.4%
M vs GFI
+515.1%
-494.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.6% |
| 7D | -8.8% | -5.1% | -3.6% | -8.6% |
| 30D | -16.4% | +13.4% | -29.8% | -16.8% |
| 3M | -10.8% | +36.2% | -47.0% | -12.0% |
| 6M | +16.1% | -9.8% | +25.9% | +16.0% |
| YTD | -5.3% | +7.7% | -12.9% | -6.1% |
| 1Y | +24.9% | +27.2% | -2.3% | +23.0% |
| 3Y | +97.5% | +300.3% | -202.7% | +87.5% |
| 5Y | +20.4% | +539.8% | -519.4% | +23.7% |
| All | +20.4% | +515.1% | -494.8% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling