+425.3%
M vs GFI
+769.2%
-343.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +4.7% | +3.1% | +1.6% | +4.6% |
| 30D | -9.6% | +27.1% | -36.8% | -10.2% |
| 3M | +0.9% | +21.2% | -20.3% | +0.2% |
| 6M | +22.3% | -4.5% | +26.8% | +22.1% |
| YTD | +6.5% | +11.7% | -5.2% | +5.8% |
| 1Y | +38.8% | +46.0% | -7.3% | +36.8% |
| 3Y | +115.9% | +309.6% | -193.6% | +106.5% |
| 5Y | +28.6% | +506.0% | -477.4% | +20.9% |
| 10Y | -2.5% | +1,009.2% | -1,011.7% | -11.6% |
| All | +425.3% | +769.2% | -343.9% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling