+15,819.0%
MA vs GFI
+214.1%
+15,604.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.3% | -8.7% | +10.0% | +1.9% |
| 30D | +9.6% | +0.6% | +9.0% | +9.5% |
| 3M | +16.8% | -7.5% | +24.3% | +17.0% |
| 6M | +35.2% | -18.3% | +53.5% | +36.2% |
| YTD | +16.6% | -13.8% | +30.4% | +16.1% |
| 1Y | +19.8% | -8.8% | +28.6% | +18.7% |
| 3Y | +70.7% | +215.8% | -145.2% | +50.6% |
| 5Y | +87.4% | +301.2% | -213.8% | +58.4% |
| 10Y | +570.0% | +1,284.4% | -714.4% | +378.7% |
| All | +15,819.0% | +214.1% | +15,604.9% | +11,384.5% |
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