+6.8%
MSCI vs GFI
+305.6%
-298.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.8% |
| 7D | -2.1% | +5.7% | -7.7% | -2.2% |
| 30D | -1.7% | +15.6% | -17.3% | -2.0% |
| 3M | -8.2% | +31.5% | -39.7% | -8.7% |
| 6M | -2.4% | -3.7% | +1.3% | -2.4% |
| YTD | -2.8% | +11.2% | -14.1% | -3.4% |
| 1Y | -2.7% | +36.4% | -39.0% | -4.1% |
| All | +6.8% | +305.6% | -298.8% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling