-2.2%
MA vs GFI
+45.3%
-47.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -2.7% | +3.1% | -5.8% | -2.6% |
| 30D | +1.5% | +27.1% | -25.6% | +2.2% |
| 3M | +20.4% | +21.2% | -0.7% | +21.1% |
| 6M | +11.1% | -4.5% | +15.6% | +11.2% |
| YTD | +2.0% | +11.7% | -9.8% | +2.1% |
| 1Y | -2.2% | +46.0% | -48.2% | -3.0% |
| All | -2.2% | +45.3% | -47.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling