-1.4%
MSCI vs GFI
+29.0%
-30.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -4.7% | -5.1% | +0.4% | -4.7% |
| 30D | -2.2% | +13.4% | -15.6% | -2.1% |
| 3M | -9.7% | +36.2% | -45.9% | -9.5% |
| 6M | +0.3% | -9.8% | +10.1% | +0.7% |
| YTD | -3.5% | +7.7% | -11.2% | -3.9% |
| 1Y | -1.4% | +27.2% | -28.6% | -4.6% |
| All | -1.4% | +29.0% | -30.3% | -4.6% |
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