+6,288.2%
MS vs GFI
+1,243.2%
+5,045.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.3% |
| 7D | +1.4% | +3.1% | -1.8% | +1.2% |
| 30D | -0.3% | +27.1% | -27.4% | -1.4% |
| 3M | +0.3% | +21.2% | -20.9% | -0.7% |
| 6M | +31.3% | -4.5% | +35.8% | +31.1% |
| YTD | +24.7% | +11.7% | +12.9% | +23.4% |
| 1Y | +47.9% | +46.0% | +1.9% | +44.5% |
| 3Y | +178.3% | +309.6% | -131.2% | +157.8% |
| 5Y | +144.9% | +506.0% | -361.1% | +120.5% |
| 10Y | +804.5% | +1,009.2% | -204.7% | +666.9% |
| All | +6,288.2% | +1,243.2% | +5,045.0% | +5,877.5% |
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