+57.4%
MAR vs GFI
+6.9%
+50.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +1.5% |
| 7D | +7.7% | +1.4% | +6.3% | +7.5% |
| 30D | +19.4% | +3.0% | +16.4% | +19.0% |
| 3M | +23.3% | +10.2% | +13.1% | +21.4% |
| 6M | +22.8% | -10.1% | +32.9% | +22.8% |
| YTD | +37.8% | -11.4% | +49.2% | +34.5% |
| 1Y | +57.4% | +8.4% | +49.0% | +48.1% |
| All | +57.4% | +6.9% | +50.4% | +48.1% |
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