+4.3%
MSCI vs GFI
+45.3%
-41.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +0.4% | +3.1% | -2.7% | +0.4% |
| 30D | +0.6% | +27.1% | -26.6% | +0.5% |
| 3M | -7.1% | +21.2% | -28.2% | -6.9% |
| 6M | +0.8% | -4.5% | +5.3% | +1.2% |
| YTD | +1.0% | +11.7% | -10.7% | +0.4% |
| 1Y | +4.3% | +46.0% | -41.7% | -2.2% |
| All | +4.3% | +45.3% | -41.0% | -2.2% |
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