-10.1%
MSCI vs GFI
+512.6%
-522.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.1% | +4.7% | -5.8% | -1.3% |
| 30D | -1.2% | +14.4% | -15.6% | -1.9% |
| 3M | -8.4% | +32.5% | -40.9% | -10.0% |
| 6M | -1.0% | -7.2% | +6.1% | -1.0% |
| YTD | -2.3% | +10.9% | -13.1% | -3.8% |
| 1Y | -1.2% | +35.5% | -36.6% | -4.5% |
| 3Y | +7.9% | +312.1% | -304.2% | -7.8% |
| 5Y | -10.1% | +524.6% | -534.6% | -27.4% |
| All | -10.1% | +512.6% | -522.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling