+68.3%
MA vs GFI
+533.3%
-465.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.5% | +4.7% | -8.2% | -3.6% |
| 30D | +0.8% | +14.4% | -13.7% | +0.4% |
| 3M | +14.8% | +32.5% | -17.7% | +13.9% |
| 6M | +10.0% | -7.2% | +17.1% | +10.1% |
| YTD | -0.1% | +10.9% | -11.0% | -0.9% |
| 1Y | -2.2% | +35.5% | -37.7% | -3.9% |
| 3Y | +39.3% | +312.1% | -272.9% | +28.8% |
| All | +68.3% | +533.3% | -465.1% | +52.5% |
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 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