+611.5%
MSCI vs GFI
+1,081.9%
-470.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -4.7% | -5.1% | +0.4% | -4.5% |
| 30D | -2.2% | +13.4% | -15.6% | -2.8% |
| 3M | -9.7% | +36.2% | -45.9% | -11.1% |
| 6M | +0.3% | -9.8% | +10.1% | +0.3% |
| YTD | -3.5% | +7.7% | -11.2% | -4.5% |
| 1Y | -1.4% | +27.2% | -28.6% | -3.5% |
| 3Y | +6.6% | +300.3% | -293.7% | -3.3% |
| 5Y | -10.9% | +539.8% | -550.7% | -21.9% |
| All | +611.5% | +1,081.9% | -470.4% | +558.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling